+535.0%
MS vs MGY
+199.8%
+335.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +1.4% | +2.1% | -0.7% | +0.7% |
| 30D | -0.3% | +13.8% | -14.1% | -4.3% |
| 3M | +0.3% | -4.3% | +4.6% | +0.8% |
| 6M | +31.3% | -5.1% | +36.4% | +31.1% |
| YTD | +24.7% | +24.8% | -0.1% | +13.9% |
| 1Y | +47.9% | +11.8% | +36.1% | +39.3% |
| 3Y | +178.3% | +23.5% | +154.8% | +149.8% |
| 5Y | +144.9% | +87.5% | +57.4% | +82.0% |
| All | +535.0% | +199.8% | +335.2% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling