+92.3%
MGY vs S
-70.4%
+162.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | +1.8% | +0.1% | +1.8% | +1.8% |
| 30D | +6.5% | -11.8% | +18.3% | +7.4% |
| 3M | +0.3% | +33.9% | -33.6% | -2.8% |
| 6M | -2.4% | +40.1% | -42.5% | -6.1% |
| YTD | +29.0% | +32.1% | -3.1% | +24.5% |
| 1Y | +17.0% | +11.0% | +6.0% | +14.6% |
| 3Y | +26.2% | +16.9% | +9.2% | +20.3% |
| 5Y | +92.3% | -68.9% | +161.3% | +98.3% |
| All | +92.3% | -70.4% | +162.8% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling