+128.8%
SAP vs MGY
+209.8%
-81.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -5.1% | +1.8% | -6.9% | -5.3% |
| 30D | -1.8% | +6.5% | -8.3% | -2.7% |
| 3M | +20.9% | +0.3% | +20.6% | +20.5% |
| 6M | +7.0% | -2.4% | +9.4% | +6.7% |
| YTD | -13.7% | +29.0% | -42.7% | -17.6% |
| 1Y | -19.6% | +17.0% | -36.6% | -22.1% |
| 3Y | +52.4% | +26.2% | +26.3% | +43.5% |
| 5Y | +54.4% | +92.3% | -37.9% | +32.3% |
| All | +128.8% | +209.8% | -81.0% | +79.4% |
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