-52.0%
ROKU vs MGY
+88.8%
-140.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.4% | +3.5% | -4.0% | -1.7% |
| 30D | +2.1% | +5.3% | -3.2% | 0.0% |
| 3M | +29.5% | +2.6% | +26.9% | +27.4% |
| 6M | +53.8% | -3.3% | +57.1% | +52.6% |
| YTD | +42.8% | +29.2% | +13.6% | +25.9% |
| 1Y | +60.7% | +18.0% | +42.7% | +46.3% |
| 3Y | +83.9% | +30.0% | +53.9% | +58.3% |
| All | -52.0% | +88.8% | -140.8% | -62.7% |
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