+30.2%
MGY vs SN
+368.4%
-338.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.7% | +1.8% |
| 7D | +1.5% | -3.4% | +4.9% | +2.0% |
| 30D | +6.8% | -9.1% | +15.9% | +8.1% |
| 3M | +2.6% | +31.8% | -29.2% | -2.6% |
| 6M | -3.1% | +52.0% | -55.1% | -11.2% |
| YTD | +29.4% | +51.3% | -21.9% | +18.1% |
| 1Y | +22.3% | +46.9% | -24.6% | +11.9% |
| All | +30.2% | +368.4% | -338.2% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling