+32.6%
NET vs MGY
+24.2%
+8.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.7% | -0.9% |
| 7D | -16.4% | -12.1% | -4.2% | -12.9% |
| 30D | -25.8% | -2.6% | -23.2% | -25.3% |
| 3M | -11.5% | -4.2% | -7.3% | -11.0% |
| 6M | +18.9% | -23.9% | +42.8% | +28.4% |
| YTD | +35.2% | +8.8% | +26.4% | +27.6% |
| 1Y | +14.5% | +9.5% | +5.0% | +7.5% |
| 3Y | +313.8% | +10.0% | +303.8% | +276.0% |
| 5Y | +32.6% | +27.4% | +5.1% | +15.9% |
| All | +32.6% | +24.2% | +8.4% | +15.9% |
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