+19.5%
SNPS vs MGY
+85.2%
-65.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -4.6% | +1.8% | -6.4% | -4.9% |
| 30D | -3.3% | +6.5% | -9.8% | -4.5% |
| 3M | -13.8% | +0.3% | -14.1% | -14.1% |
| 6M | -8.2% | -2.4% | -5.8% | -8.6% |
| YTD | -15.4% | +29.0% | -44.4% | -20.7% |
| 1Y | +2.4% | +17.0% | -14.6% | -2.1% |
| 3Y | -13.5% | +26.2% | -39.6% | -19.9% |
| 5Y | +19.5% | +92.3% | -72.9% | +5.7% |
| All | +19.5% | +85.2% | -65.7% | +5.7% |
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