+104.6%
MSI vs MGY
+88.8%
+15.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.4% | +3.5% | -3.9% | -0.8% |
| 30D | -0.8% | +5.3% | -6.0% | -1.4% |
| 3M | +13.9% | +2.6% | +11.3% | +13.3% |
| 6M | +1.3% | -3.3% | +4.6% | +1.3% |
| YTD | +22.3% | +29.2% | -6.9% | +17.5% |
| 1Y | -3.9% | +18.0% | -21.9% | -6.6% |
| 3Y | +69.9% | +30.0% | +39.9% | +60.6% |
| All | +104.6% | +88.8% | +15.8% | +81.6% |
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