-52.1%
SE vs MGY
+10.4%
-62.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.3% | -5.4% |
| 7D | -1.2% | -10.3% | +9.1% | -5.1% |
| 30D | -21.7% | -1.8% | -19.9% | -21.9% |
| 3M | -34.2% | -0.1% | -34.1% | -33.4% |
| 6M | -10.5% | -22.8% | +12.3% | -16.9% |
| YTD | -40.7% | +9.5% | -50.2% | -39.0% |
| 1Y | -52.1% | +12.6% | -64.7% | -49.6% |
| All | -52.1% | +10.4% | -62.5% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling