+351.6%
PSX vs MGY
+210.8%
+140.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.1% |
| 7D | +1.8% | +1.5% | +0.3% | +1.0% |
| 30D | +21.6% | +6.8% | +14.8% | +17.4% |
| 3M | +46.5% | +2.6% | +43.9% | +43.3% |
| 6M | +62.0% | -3.1% | +65.1% | +62.9% |
| YTD | +106.3% | +29.4% | +76.9% | +78.6% |
| 1Y | +103.0% | +22.3% | +80.7% | +80.4% |
| 3Y | +135.5% | +26.6% | +109.0% | +102.6% |
| 5Y | +368.5% | +92.1% | +276.4% | +214.1% |
| All | +351.6% | +210.8% | +140.8% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling