+113.5%
NOK vs MGY
+210.4%
-96.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | +3.5% | +7.4% | +10.2% |
| 30D | +7.8% | +5.3% | +2.6% | +6.7% |
| 3M | -21.0% | +2.6% | -23.7% | -21.8% |
| 6M | +40.9% | -3.3% | +44.2% | +40.6% |
| YTD | +72.0% | +29.2% | +42.8% | +61.4% |
| 1Y | +140.9% | +18.0% | +122.9% | +129.6% |
| 3Y | +194.3% | +30.0% | +164.2% | +168.5% |
| 5Y | +112.5% | +92.7% | +19.9% | +71.8% |
| All | +113.5% | +210.4% | -96.9% | +42.6% |
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 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