+83.1%
SPY vs MGY
+88.8%
-5.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | +3.5% | -4.3% | -1.4% |
| 30D | -1.1% | +5.3% | -6.3% | -2.0% |
| 3M | +3.9% | +2.6% | +1.2% | +3.0% |
| 6M | +13.6% | -3.3% | +16.9% | +13.4% |
| YTD | +12.7% | +29.2% | -16.5% | +5.9% |
| 1Y | +17.5% | +18.0% | -0.5% | +12.2% |
| 3Y | +76.9% | +30.0% | +46.9% | +63.0% |
| All | +83.1% | +88.8% | -5.7% | +58.3% |
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