+111.9%
SYY vs MGY
+210.4%
-98.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +3.9% | +3.5% | +0.4% | +3.0% |
| 30D | -1.7% | +5.3% | -7.0% | -3.2% |
| 3M | +5.2% | +2.6% | +2.5% | +3.8% |
| 6M | -0.2% | -3.3% | +3.1% | -0.5% |
| YTD | +15.4% | +29.2% | -13.8% | +5.8% |
| 1Y | +5.6% | +18.0% | -12.4% | -1.1% |
| 3Y | +28.9% | +30.0% | -1.1% | +13.3% |
| 5Y | +24.1% | +92.7% | -68.6% | -12.2% |
| All | +111.9% | +210.4% | -98.4% | -13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling