+71.0%
O vs MGY
+210.4%
-139.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.9% | +3.5% | -6.4% | -3.5% |
| 30D | -4.5% | +5.3% | -9.8% | -5.5% |
| 3M | -2.6% | +2.6% | -5.3% | -3.4% |
| 6M | -5.6% | -3.3% | -2.3% | -5.7% |
| YTD | +9.3% | +29.2% | -20.0% | +3.3% |
| 1Y | +4.3% | +18.0% | -13.7% | +0.1% |
| 3Y | +27.4% | +30.0% | -2.6% | +17.4% |
| 5Y | +17.1% | +92.7% | -75.6% | -5.3% |
| All | +71.0% | +210.4% | -139.4% | -10.4% |
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