-75.5%
SMR vs MGY
+19.0%
-94.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.2% | -15.9% | -15.6% |
| 7D | -11.2% | +3.5% | -14.8% | -10.0% |
| 30D | -10.2% | +5.3% | -15.5% | -8.2% |
| 3M | -10.0% | +2.6% | -12.7% | -6.8% |
| 6M | -30.5% | -3.3% | -27.2% | -31.0% |
| YTD | -39.2% | +29.2% | -68.5% | -42.3% |
| 1Y | -75.5% | +18.0% | -93.6% | -78.0% |
| All | -75.5% | +19.0% | -94.5% | -78.0% |
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