+118.0%
NOK vs MGY
+15.5%
+102.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.5% |
| 7D | -1.8% | +2.1% | -3.9% | -1.6% |
| 30D | +4.7% | +13.8% | -9.1% | +5.9% |
| 3M | -39.7% | -4.3% | -35.4% | -38.9% |
| 6M | +23.1% | -5.1% | +28.1% | +23.4% |
| YTD | +55.0% | +24.8% | +30.2% | +60.6% |
| 1Y | +118.0% | +11.8% | +106.2% | +125.3% |
| All | +118.0% | +15.5% | +102.5% | +125.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling