+131.4%
MKSI vs MGY
+19.0%
+112.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +2.7% | +3.5% | -0.9% | +3.2% |
| 30D | -12.8% | +5.3% | -18.1% | -12.0% |
| 3M | -22.5% | +2.6% | -25.2% | -20.8% |
| 6M | +19.4% | -3.3% | +22.7% | +19.5% |
| YTD | +67.7% | +29.2% | +38.5% | +54.8% |
| 1Y | +131.4% | +18.0% | +113.4% | +120.3% |
| All | +131.4% | +19.0% | +112.4% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling