+210.4%
MGY vs SNY
+28.1%
+182.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.5% | -3.3% | +6.9% | +4.3% |
| 30D | +5.3% | -2.2% | +7.4% | +5.7% |
| 3M | +2.6% | -3.0% | +5.7% | +3.2% |
| 6M | -3.3% | +2.7% | -6.0% | -4.5% |
| YTD | +29.2% | -6.8% | +36.1% | +30.6% |
| 1Y | +18.0% | -5.3% | +23.3% | +18.6% |
| 3Y | +30.0% | -9.8% | +39.8% | +29.3% |
| 5Y | +92.7% | +9.7% | +83.0% | +74.4% |
| All | +210.4% | +28.1% | +182.3% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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