+35.8%
MSCI vs MGY
+23.9%
+11.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +1.2% |
| 7D | +3.0% | +4.5% | -1.5% | +2.7% |
| 30D | +17.8% | -0.4% | +18.2% | +17.7% |
| 3M | +15.2% | -4.3% | +19.5% | +15.3% |
| 6M | +16.5% | -12.9% | +29.3% | +17.5% |
| YTD | +16.4% | +15.2% | +1.2% | +13.0% |
| 1Y | +16.8% | +10.3% | +6.5% | +14.0% |
| 3Y | +35.8% | +23.6% | +12.1% | +26.7% |
| All | +35.8% | +23.9% | +11.8% | +26.7% |
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