+115.3%
SPOT vs MGY
+88.8%
+26.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.1% | +3.5% | -6.6% | -3.6% |
| 30D | +7.4% | +5.3% | +2.1% | +6.5% |
| 3M | +8.2% | +2.6% | +5.5% | +7.4% |
| 6M | +2.2% | -3.3% | +5.5% | +2.1% |
| YTD | -9.5% | +29.2% | -38.7% | -13.9% |
| 1Y | -23.8% | +18.0% | -41.9% | -26.6% |
| 3Y | +233.5% | +30.0% | +203.5% | +208.6% |
| All | +115.3% | +88.8% | +26.5% | +82.3% |
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