-78.0%
SE vs MGY
+35.2%
-113.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +0.8% |
| 7D | -0.5% | +4.5% | -5.0% | -1.6% |
| 30D | -20.9% | -0.4% | -20.5% | -21.2% |
| 3M | -38.9% | -4.3% | -34.5% | -38.8% |
| 6M | -19.4% | -12.9% | -6.6% | -17.9% |
| YTD | -40.9% | +15.2% | -56.1% | -46.0% |
| 1Y | -46.2% | +10.3% | -56.5% | -50.1% |
| 3Y | +63.7% | +23.6% | +40.1% | +40.9% |
| All | -78.0% | +35.2% | -113.2% | -81.6% |
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 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