-74.2%
OPEN vs MGY
+411.4%
-485.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -11.4% | +3.5% | -15.0% | -12.4% |
| 30D | -20.1% | +5.3% | -25.3% | -21.5% |
| 3M | -37.6% | +2.6% | -40.2% | -38.8% |
| 6M | -47.1% | -3.3% | -43.8% | -47.6% |
| YTD | -52.1% | +29.2% | -81.4% | -56.9% |
| 1Y | -73.5% | +18.0% | -91.5% | -75.4% |
| 3Y | -24.4% | +30.0% | -54.4% | -32.8% |
| 5Y | -85.1% | +92.7% | -177.8% | -87.4% |
| All | -74.2% | +411.4% | -485.5% | -77.8% |
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