+89.0%
MGY vs SAN
+385.2%
-296.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.4% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | +5.3% | +0.9% | +4.3% | +4.9% |
| 3M | +2.6% | +19.1% | -16.5% | -2.5% |
| 6M | -3.3% | +33.2% | -36.5% | -12.2% |
| YTD | +29.2% | +29.1% | +0.1% | +17.3% |
| 1Y | +18.0% | +50.2% | -32.2% | +1.1% |
| 3Y | +30.0% | +351.0% | -321.0% | -27.8% |
| All | +89.0% | +385.2% | -296.2% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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