+29.6%
SNOW vs MGY
+423.4%
-393.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.4% | +3.5% | -6.0% | -3.1% |
| 30D | -1.0% | +5.3% | -6.3% | -2.1% |
| 3M | +36.9% | +2.6% | +34.2% | +35.5% |
| 6M | +83.4% | -3.3% | +86.6% | +83.0% |
| YTD | +50.0% | +29.2% | +20.8% | +40.3% |
| 1Y | +46.5% | +18.0% | +28.5% | +39.4% |
| 3Y | +93.3% | +30.0% | +63.3% | +77.5% |
| 5Y | +3.3% | +92.7% | -89.4% | -13.8% |
| All | +29.6% | +423.4% | -393.9% | +5.5% |
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