+237.4%
SPGI vs MGY
+206.7%
+30.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.3% | -5.5% | -3.5% |
| 7D | -2.5% | -0.9% | -1.6% | -2.4% |
| 30D | +5.4% | +10.1% | -4.7% | +3.8% |
| 3M | +9.0% | -1.5% | +10.5% | +8.9% |
| 6M | +0.8% | -4.9% | +5.7% | +0.9% |
| YTD | -12.6% | +27.7% | -40.2% | -16.5% |
| 1Y | -16.1% | +20.1% | -36.2% | -19.3% |
| 3Y | +19.0% | +24.9% | -5.9% | +12.0% |
| 5Y | +5.1% | +91.6% | -86.5% | -10.4% |
| All | +237.4% | +206.7% | +30.7% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling