+16.4%
SPGI vs MGY
+25.3%
-9.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.7% |
| 7D | -3.1% | +1.5% | -4.6% | -3.2% |
| 30D | +2.0% | +6.8% | -4.8% | +1.4% |
| 3M | +4.3% | +2.6% | +1.7% | +4.0% |
| 6M | -0.2% | -3.1% | +2.9% | -0.2% |
| YTD | -14.8% | +29.4% | -44.2% | -18.2% |
| 1Y | -18.5% | +22.3% | -40.9% | -21.3% |
| All | +16.4% | +25.3% | -9.0% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling