+227.2%
SU vs MGY
+210.4%
+16.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +2.2% | +3.5% | -1.3% | +0.2% |
| 30D | +8.4% | +5.3% | +3.2% | +5.3% |
| 3M | +12.1% | +2.6% | +9.4% | +9.8% |
| 6M | +19.7% | -3.3% | +23.0% | +21.2% |
| YTD | +58.4% | +29.2% | +29.2% | +36.1% |
| 1Y | +67.2% | +18.0% | +49.2% | +50.4% |
| 3Y | +125.0% | +30.0% | +95.0% | +88.2% |
| 5Y | +355.1% | +92.7% | +262.4% | +199.1% |
| All | +227.2% | +210.4% | +16.8% | +42.5% |
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