+29.8%
MGY vs URA
+107.9%
-78.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.6% | +0.1% |
| 7D | +1.8% | -1.5% | +3.3% | +2.0% |
| 30D | +6.5% | -0.4% | +6.9% | +6.4% |
| 3M | +0.3% | +6.3% | -5.9% | -0.9% |
| 6M | -2.4% | -14.0% | +11.6% | -1.4% |
| YTD | +29.0% | +5.3% | +23.7% | +23.5% |
| 1Y | +17.0% | +11.7% | +5.4% | +8.0% |
| All | +29.8% | +107.9% | -78.1% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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