+30.2%
MGY vs S
+13.6%
+16.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +1.5% | -1.2% | +2.7% | +1.6% |
| 30D | +6.8% | -12.6% | +19.4% | +7.7% |
| 3M | +2.6% | +27.6% | -25.0% | -0.1% |
| 6M | -3.1% | +35.5% | -38.6% | -6.4% |
| YTD | +29.4% | +29.6% | -0.2% | +25.2% |
| 1Y | +22.3% | +8.1% | +14.2% | +20.5% |
| All | +30.2% | +13.6% | +16.6% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling