+210.8%
MGY vs SBAC
+54.2%
+156.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.5% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +6.8% | +3.9% | +3.0% | +6.2% |
| 3M | +2.6% | -8.2% | +10.8% | +3.7% |
| 6M | -3.1% | -2.8% | -0.3% | -3.4% |
| YTD | +29.4% | -1.5% | +30.9% | +28.5% |
| 1Y | +22.3% | 0.0% | +22.3% | +21.1% |
| 3Y | +26.6% | -8.4% | +35.0% | +25.0% |
| 5Y | +92.1% | -43.5% | +135.7% | +105.5% |
| All | +210.8% | +54.2% | +156.7% | +216.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling