+210.4%
MGY vs SIRI
-32.4%
+242.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.1% |
| 7D | +3.5% | +0.6% | +3.0% | +3.4% |
| 30D | +5.3% | +2.5% | +2.8% | +4.4% |
| 3M | +2.6% | +6.6% | -4.0% | +0.2% |
| 6M | -3.3% | +32.9% | -36.2% | -11.8% |
| YTD | +29.2% | +50.5% | -21.2% | +13.2% |
| 1Y | +18.0% | +28.0% | -9.9% | +7.8% |
| 3Y | +30.0% | -22.4% | +52.4% | +28.5% |
| 5Y | +92.7% | -41.3% | +134.0% | +93.1% |
| All | +210.4% | -32.4% | +242.8% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling