+553.4%
SE vs MGY
+215.8%
+337.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -5.2% | +3.5% | -8.8% | -5.9% |
| 30D | -17.1% | +5.3% | -22.3% | -18.0% |
| 3M | +24.0% | +2.6% | +21.3% | +22.5% |
| 6M | +21.0% | -3.3% | +24.3% | +20.1% |
| YTD | -16.7% | +29.2% | -45.9% | -22.7% |
| 1Y | -45.9% | +18.0% | -64.0% | -48.9% |
| 3Y | +177.8% | +30.0% | +147.8% | +153.5% |
| 5Y | -67.4% | +92.7% | -160.0% | -72.4% |
| All | +553.4% | +215.8% | +337.6% | +430.6% |
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 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