+80.7%
SAP vs MGY
+35.2%
+45.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | +0.6% | +4.5% | -3.9% | +0.2% |
| 30D | +6.5% | -0.4% | +7.0% | +6.5% |
| 3M | +12.2% | -4.3% | +16.6% | +12.5% |
| 6M | +46.1% | -12.9% | +58.9% | +47.5% |
| YTD | -1.6% | +15.2% | -16.8% | -4.4% |
| 1Y | -5.1% | +10.3% | -15.5% | -7.3% |
| 3Y | +68.4% | +23.6% | +44.7% | +59.5% |
| All | +80.7% | +35.2% | +45.5% | +66.9% |
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