+23.6%
MGY vs S
+41.6%
-18.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +4.5% | +2.0% | +2.5% | +4.3% |
| 30D | -0.4% | -2.7% | +2.3% | -0.4% |
| 3M | -4.3% | -6.9% | +2.5% | -4.2% |
| 6M | -12.9% | +38.1% | -50.9% | -16.0% |
| YTD | +15.2% | +48.0% | -32.8% | +9.7% |
| 1Y | +10.3% | +34.5% | -24.1% | +6.1% |
| 3Y | +23.6% | +38.3% | -14.7% | +16.7% |
| All | +23.6% | +41.6% | -18.0% | +16.7% |
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