-85.6%
SMR vs MGY
+8.9%
-94.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.2% | +0.8% | -6.6% |
| 7D | -9.5% | -12.1% | +2.6% | -14.5% |
| 30D | -33.2% | -2.6% | -30.6% | -33.6% |
| 3M | -45.9% | -4.2% | -41.7% | -45.8% |
| 6M | -57.9% | -23.9% | -34.0% | -60.5% |
| YTD | -63.8% | +8.8% | -72.6% | -68.8% |
| 1Y | -85.6% | +9.5% | -95.1% | -87.9% |
| All | -85.6% | +8.9% | -94.5% | -87.9% |
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 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