+222.8%
SPGI vs MGY
+210.4%
+12.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -7.4% | +3.5% | -10.9% | -7.9% |
| 30D | +0.4% | +5.3% | -4.9% | -0.5% |
| 3M | +5.3% | +2.6% | +2.6% | +4.5% |
| 6M | +1.7% | -3.3% | +5.0% | +1.6% |
| YTD | -16.4% | +29.2% | -45.6% | -20.3% |
| 1Y | -20.5% | +18.0% | -38.5% | -23.3% |
| 3Y | +14.2% | +30.0% | -15.8% | +6.9% |
| 5Y | +0.6% | +92.7% | -92.1% | -14.3% |
| All | +222.8% | +210.4% | +12.4% | +116.2% |
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