+30.8%
MGY vs SN
+490.7%
-459.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | +2.1% | -9.3% | +11.4% | +3.0% |
| 30D | +13.8% | -4.8% | +18.6% | +14.2% |
| 3M | -4.3% | +40.4% | -44.7% | -8.5% |
| 6M | -5.1% | +50.9% | -56.0% | -10.5% |
| YTD | +24.8% | +54.9% | -30.1% | +16.7% |
| 1Y | +11.8% | +43.0% | -31.2% | +5.6% |
| 3Y | +23.5% | +391.8% | -368.3% | +8.9% |
| All | +30.8% | +490.7% | -459.9% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling