-6.4%
T vs MGY
+8.9%
-15.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.2% | +7.3% | +2.6% |
| 7D | +5.5% | -12.1% | +17.6% | +6.8% |
| 30D | -8.9% | -2.6% | -6.3% | -9.0% |
| 3M | -5.6% | -4.2% | -1.3% | -5.5% |
| 6M | -14.3% | -23.9% | +9.6% | -11.3% |
| YTD | -7.9% | +8.8% | -16.7% | -9.5% |
| 1Y | -6.4% | +9.5% | -15.9% | -7.4% |
| All | -6.4% | +8.9% | -15.3% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling