+459.3%
MS vs MGY
+168.1%
+291.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.6% |
| 7D | -1.7% | +2.6% | -4.3% | -2.5% |
| 30D | +0.9% | -2.0% | +2.9% | +1.1% |
| 3M | -10.8% | -7.8% | -3.0% | -9.5% |
| 6M | +0.9% | -13.9% | +14.8% | +3.8% |
| YTD | +9.8% | +11.6% | -1.8% | +2.9% |
| 1Y | +17.1% | +6.7% | +10.3% | +11.2% |
| 3Y | +175.7% | +20.6% | +155.1% | +147.9% |
| 5Y | +125.9% | +32.4% | +93.5% | +86.9% |
| All | +459.3% | +168.1% | +291.2% | +220.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling