+210.8%
MGY vs SAN
+185.4%
+25.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.9% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | +6.8% | -0.1% | +6.9% | +6.7% |
| 3M | +2.6% | +19.6% | -17.0% | -6.9% |
| 6M | -3.1% | +32.7% | -35.8% | -18.4% |
| YTD | +29.4% | +26.7% | +2.7% | +10.0% |
| 1Y | +22.3% | +51.6% | -29.3% | -5.9% |
| 3Y | +26.6% | +348.7% | -322.2% | -48.9% |
| 5Y | +92.1% | +378.7% | -286.6% | -29.9% |
| All | +210.8% | +185.4% | +25.4% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling