+206.7%
MGY vs SM
+174.9%
+31.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +0.8% |
| 7D | -0.9% | -0.2% | -0.8% | -0.9% |
| 30D | +10.1% | +31.5% | -21.4% | -1.6% |
| 3M | -1.5% | +17.3% | -18.8% | -8.2% |
| 6M | -4.9% | +48.5% | -53.4% | -20.0% |
| YTD | +27.7% | +106.3% | -78.6% | -6.5% |
| 1Y | +20.1% | +47.3% | -27.2% | +0.1% |
| 3Y | +24.9% | -1.4% | +26.3% | +19.7% |
| 5Y | +91.6% | +114.0% | -22.5% | +38.4% |
| All | +206.7% | +174.9% | +31.8% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling