+63.7%
SE vs MGY
+23.9%
+39.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +1.0% |
| 7D | -0.5% | +4.5% | -5.0% | -0.8% |
| 30D | -20.9% | -0.4% | -20.5% | -21.0% |
| 3M | -38.9% | -4.3% | -34.5% | -38.9% |
| 6M | -19.4% | -12.9% | -6.6% | -18.4% |
| YTD | -40.9% | +15.2% | -56.1% | -45.3% |
| 1Y | -46.2% | +10.3% | -56.5% | -49.6% |
| 3Y | +63.7% | +23.6% | +40.1% | +51.6% |
| All | +63.7% | +23.9% | +39.8% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling