+209.8%
MGY vs SPXU
-99.2%
+309.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | +0.3% |
| 7D | +1.8% | +6.4% | -4.6% | +4.1% |
| 30D | +6.5% | +5.9% | +0.5% | +8.7% |
| 3M | +0.3% | -11.7% | +12.0% | -4.2% |
| 6M | -2.4% | -28.7% | +26.3% | -13.9% |
| YTD | +29.0% | -26.4% | +55.3% | +15.5% |
| 1Y | +17.0% | -35.2% | +52.3% | +0.5% |
| 3Y | +26.2% | -79.8% | +106.0% | -22.4% |
| 5Y | +92.3% | -86.1% | +178.4% | +22.0% |
| All | +209.8% | -99.2% | +309.1% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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