+210.4%
MGY vs SBAC
+53.1%
+157.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.2% |
| 7D | +3.5% | -2.1% | +5.6% | +3.9% |
| 30D | +5.3% | +2.0% | +3.3% | +4.9% |
| 3M | +2.6% | -8.3% | +10.9% | +3.8% |
| 6M | -3.3% | +0.3% | -3.6% | -4.1% |
| YTD | +29.2% | -2.2% | +31.4% | +28.5% |
| 1Y | +18.0% | -4.6% | +22.7% | +17.7% |
| 3Y | +30.0% | -8.3% | +38.3% | +28.3% |
| 5Y | +92.7% | -42.8% | +135.5% | +105.7% |
| All | +210.4% | +53.1% | +157.3% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling