+114.4%
SYK vs MGY
+209.8%
-95.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -12.3% | +1.8% | -14.1% | -12.6% |
| 30D | -22.4% | +6.5% | -28.9% | -23.4% |
| 3M | -12.3% | +0.3% | -12.7% | -12.8% |
| 6M | -24.3% | -2.4% | -21.9% | -24.6% |
| YTD | -22.8% | +29.0% | -51.8% | -27.3% |
| 1Y | -28.8% | +17.0% | -45.8% | -31.8% |
| 3Y | -4.0% | +26.2% | -30.1% | -11.5% |
| 5Y | +3.8% | +92.3% | -88.5% | -16.3% |
| All | +114.4% | +209.8% | -95.4% | +23.4% |
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