+87.0%
RF vs MGY
+94.8%
-7.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | -0.1% | +1.5% | -1.6% | -0.6% |
| 30D | -4.0% | +6.8% | -10.9% | -6.2% |
| 3M | +5.6% | +2.6% | +3.0% | +3.9% |
| 6M | +13.1% | -3.1% | +16.2% | +12.3% |
| YTD | +13.6% | +29.4% | -15.8% | +1.5% |
| 1Y | +16.0% | +22.3% | -6.4% | +5.3% |
| 3Y | +90.2% | +26.6% | +63.6% | +67.7% |
| 5Y | +87.0% | +92.1% | -5.1% | +32.1% |
| All | +87.0% | +94.8% | -7.8% | +32.1% |
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 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