+697.3%
MSFT vs MGY
+206.7%
+490.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.5% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | -1.0% | +10.1% | -11.1% | -2.5% |
| 3M | +20.2% | -1.5% | +21.7% | +20.0% |
| 6M | +21.3% | -4.9% | +26.2% | +21.4% |
| YTD | +2.8% | +27.7% | -24.9% | -1.9% |
| 1Y | 0.0% | +20.1% | -20.1% | -3.9% |
| 3Y | +51.2% | +24.9% | +26.4% | +42.5% |
| 5Y | +71.4% | +91.6% | -20.1% | +47.5% |
| All | +697.3% | +206.7% | +490.6% | +509.5% |
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