+35.4%
MGY vs SN
+447.8%
-412.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +3.5% | -7.3% | +10.8% | +4.3% |
| 30D | +5.3% | -13.6% | +18.9% | +6.7% |
| 3M | +2.6% | +18.6% | -15.9% | +0.1% |
| 6M | -3.3% | +46.0% | -49.3% | -8.8% |
| YTD | +29.2% | +43.7% | -14.5% | +21.7% |
| 1Y | +18.0% | +39.2% | -21.1% | +11.4% |
| 3Y | +30.0% | +306.5% | -276.5% | +13.9% |
| All | +35.4% | +447.8% | -412.4% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling