+197.3%
MKSI vs MGY
+25.2%
+172.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +2.7% | +3.5% | -0.9% | +1.1% |
| 30D | -12.8% | +5.3% | -18.1% | -15.0% |
| 3M | -22.5% | +2.6% | -25.2% | -24.3% |
| 6M | +19.4% | -3.3% | +22.7% | +17.4% |
| YTD | +67.7% | +29.2% | +38.5% | +34.3% |
| 1Y | +131.4% | +18.0% | +113.4% | +96.1% |
| 3Y | +197.3% | +30.0% | +167.3% | +132.7% |
| All | +197.3% | +25.2% | +172.2% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling