+177.8%
RF vs MGY
+168.1%
+9.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -1.6% |
| 7D | -1.3% | +2.6% | -3.9% | -2.5% |
| 30D | +4.6% | -2.0% | +6.6% | +4.9% |
| 3M | -8.4% | -7.8% | -0.6% | -6.5% |
| 6M | +8.9% | -13.9% | +22.8% | +13.1% |
| YTD | +8.8% | +11.6% | -2.8% | +0.1% |
| 1Y | +18.9% | +6.7% | +12.2% | +11.3% |
| 3Y | +116.0% | +20.6% | +95.3% | +87.4% |
| 5Y | +46.0% | +32.4% | +13.6% | +13.1% |
| All | +177.8% | +168.1% | +9.7% | +32.8% |
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