+73.9%
MSFT vs MGY
+88.8%
-14.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -0.8% | +3.5% | -4.4% | -1.2% |
| 30D | +0.8% | +5.3% | -4.4% | +0.1% |
| 3M | +27.2% | +2.6% | +24.6% | +26.4% |
| 6M | +22.9% | -3.3% | +26.2% | +22.7% |
| YTD | +3.1% | +29.2% | -26.1% | -1.6% |
| 1Y | -0.3% | +18.0% | -18.3% | -3.7% |
| 3Y | +50.1% | +30.0% | +20.1% | +40.5% |
| All | +73.9% | +88.8% | -14.9% | +56.0% |
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