+165.7%
MGY vs OSCR
-9.0%
+174.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +3.5% | +1.6% | +1.9% | +3.4% |
| 30D | +5.3% | +10.7% | -5.4% | +4.5% |
| 3M | +2.6% | +13.4% | -10.7% | +1.3% |
| 6M | -3.3% | +144.6% | -147.8% | -10.5% |
| YTD | +29.2% | +128.0% | -98.8% | +19.8% |
| 1Y | +18.0% | +68.7% | -50.6% | +11.3% |
| 3Y | +30.0% | +398.8% | -368.8% | +2.7% |
| 5Y | +92.7% | +87.3% | +5.4% | +58.6% |
| All | +165.7% | -9.0% | +174.7% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OSCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling