+20.7%
MGY vs SN
+671.3%
-650.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.3% | +1.3% |
| 7D | +4.5% | +1.5% | +3.0% | +4.3% |
| 30D | -0.4% | +21.5% | -21.9% | -2.3% |
| 3M | -4.3% | +20.0% | -24.4% | -6.1% |
| 6M | -12.9% | +119.9% | -132.8% | -20.9% |
| YTD | +15.2% | +102.3% | -87.1% | +4.9% |
| 1Y | +10.3% | +148.0% | -137.6% | -3.1% |
| 3Y | +23.6% | +450.0% | -426.4% | +4.2% |
| All | +20.7% | +671.3% | -650.6% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling