+75.8%
T vs MGY
+210.4%
-134.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.5% | +3.5% | -2.1% | +1.0% |
| 30D | +7.5% | +5.3% | +2.2% | +6.7% |
| 3M | +14.8% | +2.6% | +12.2% | +14.2% |
| 6M | -1.7% | -3.3% | +1.5% | -1.7% |
| YTD | +8.7% | +29.2% | -20.5% | +4.9% |
| 1Y | -7.5% | +18.0% | -25.5% | -9.9% |
| 3Y | +110.2% | +30.0% | +80.2% | +99.1% |
| 5Y | +71.6% | +92.7% | -21.0% | +49.4% |
| All | +75.8% | +210.4% | -134.6% | +35.9% |
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