+45.0%
NSC vs MGY
+94.8%
-49.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.7% |
| 7D | -2.0% | +1.5% | -3.5% | -2.3% |
| 30D | -3.2% | +6.8% | -10.0% | -4.5% |
| 3M | +3.9% | +2.6% | +1.3% | +3.0% |
| 6M | +7.8% | -3.1% | +10.9% | +7.6% |
| YTD | +13.4% | +29.4% | -16.0% | +6.0% |
| 1Y | +20.3% | +22.3% | -2.0% | +13.5% |
| 3Y | +76.1% | +26.6% | +49.5% | +62.5% |
| 5Y | +45.0% | +92.1% | -47.1% | +24.6% |
| All | +45.0% | +94.8% | -49.8% | +24.6% |
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 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