+520.2%
MS vs MGY
+209.8%
+310.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -2.1% | +1.8% | -3.9% | -2.6% |
| 30D | -1.1% | +6.5% | -7.6% | -3.1% |
| 3M | +3.5% | +0.3% | +3.1% | +2.5% |
| 6M | +33.7% | -2.4% | +36.1% | +32.5% |
| YTD | +21.8% | +29.0% | -7.2% | +10.1% |
| 1Y | +41.1% | +17.0% | +24.1% | +31.1% |
| 3Y | +174.5% | +26.2% | +148.4% | +144.9% |
| 5Y | +140.7% | +92.3% | +48.3% | +77.6% |
| All | +520.2% | +209.8% | +310.4% | +242.8% |
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