+56.8%
SAP vs MGY
+85.8%
-28.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.2% |
| 7D | -0.3% | +1.5% | -1.8% | -0.4% |
| 30D | +0.3% | +6.8% | -6.6% | -0.4% |
| 3M | +16.9% | +2.6% | +14.3% | +16.4% |
| 6M | +6.3% | -3.1% | +9.4% | +6.2% |
| YTD | -12.4% | +29.4% | -41.8% | -15.7% |
| 1Y | -21.6% | +22.3% | -43.9% | -24.1% |
| 3Y | +54.8% | +26.6% | +28.2% | +46.7% |
| All | +56.8% | +85.8% | -28.9% | +37.3% |
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