+30.0%
MGY vs SIRI
-22.6%
+52.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | +0.1% |
| 7D | +3.5% | +0.6% | +3.0% | +3.5% |
| 30D | +5.3% | +2.5% | +2.8% | +4.9% |
| 3M | +2.6% | +6.6% | -4.0% | +1.6% |
| 6M | -3.3% | +32.9% | -36.2% | -7.3% |
| YTD | +29.2% | +50.5% | -21.2% | +21.5% |
| 1Y | +18.0% | +28.0% | -9.9% | +13.3% |
| 3Y | +30.0% | -22.4% | +52.4% | +28.2% |
| All | +30.0% | -22.6% | +52.6% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 3y: compounded portfolio wealth divided by compounded SIRI 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…
3y analysis · Full analysis span regression · 6 months rolling