+64.2%
MKSI vs MGY
+85.3%
-21.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.5% | -10.0% | -10.3% |
| 7D | -8.1% | +3.1% | -11.1% | -9.1% |
| 30D | -22.9% | +5.3% | -28.2% | -24.5% |
| 3M | -32.7% | +0.7% | -33.4% | -33.6% |
| 6M | +12.3% | -5.1% | +17.4% | +11.8% |
| YTD | +50.1% | +28.6% | +21.5% | +30.3% |
| 1Y | +108.8% | +19.1% | +89.6% | +86.8% |
| 3Y | +172.0% | +27.6% | +144.4% | +137.9% |
| 5Y | +64.2% | +93.3% | -29.1% | +31.7% |
| All | +64.2% | +85.3% | -21.1% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling