+1,381.0%
NET vs MGY
+140.3%
+1,240.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.7% | -1.8% |
| 7D | -16.4% | -12.1% | -4.2% | -14.8% |
| 30D | -25.8% | -2.6% | -23.2% | -25.6% |
| 3M | -11.5% | -4.2% | -7.3% | -11.2% |
| 6M | +18.9% | -23.9% | +42.8% | +23.1% |
| YTD | +35.2% | +8.8% | +26.4% | +32.3% |
| 1Y | +14.5% | +9.5% | +5.0% | +11.8% |
| 3Y | +313.8% | +10.0% | +303.8% | +301.4% |
| 5Y | +32.6% | +27.4% | +5.1% | +27.6% |
| All | +1,381.0% | +140.3% | +1,240.7% | +1,453.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling