+13.0%
SPY vs MGY
-4.6%
+17.6%
-6.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.2% |
| 7D | -0.4% | +1.5% | -1.9% | -0.1% |
| 30D | -1.4% | +6.8% | -8.2% | -0.2% |
| 3M | +3.7% | +2.6% | +1.1% | +4.3% |
| 6M | +13.0% | -3.1% | +16.1% | +12.2% |
| All | +13.0% | -4.6% | +17.6% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling