+89.0%
MGY vs SM
+108.4%
-19.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +3.5% | +4.6% | -1.0% | +0.8% |
| 30D | +5.3% | +18.2% | -12.9% | -4.9% |
| 3M | +2.6% | +22.5% | -19.9% | -10.2% |
| 6M | -3.3% | +50.6% | -53.8% | -26.5% |
| YTD | +29.2% | +108.1% | -78.9% | -20.6% |
| 1Y | +18.0% | +46.0% | -28.0% | -10.7% |
| 3Y | +30.0% | +2.9% | +27.1% | +15.1% |
| All | +89.0% | +108.4% | -19.4% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 5y: compounded portfolio wealth divided by compounded SM 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…
5y analysis · Full analysis span regression · 6 months rolling