+501.9%
MSI vs MGY
+210.8%
+291.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -4.0% | +1.5% | -5.5% | -4.2% |
| 30D | -0.5% | +6.8% | -7.3% | -1.6% |
| 3M | +11.4% | +2.6% | +8.8% | +10.6% |
| 6M | +1.0% | -3.1% | +4.1% | +0.9% |
| YTD | +20.7% | +29.4% | -8.8% | +14.6% |
| 1Y | -2.7% | +22.3% | -25.0% | -6.9% |
| 3Y | +68.2% | +26.6% | +41.6% | +57.1% |
| 5Y | +100.0% | +92.1% | +7.8% | +66.8% |
| All | +501.9% | +210.8% | +291.0% | +298.2% |
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