+43.2%
TER vs MGY
+8.9%
+34.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.2% | -1.6% | -8.0% |
| 7D | -19.9% | -12.1% | -7.8% | -22.6% |
| 30D | -43.5% | -2.6% | -40.9% | -43.6% |
| 3M | -37.8% | -4.2% | -33.5% | -37.6% |
| 6M | -25.6% | -23.9% | -1.6% | -31.0% |
| YTD | +29.8% | +8.8% | +21.0% | +19.3% |
| 1Y | +43.2% | +9.5% | +33.7% | +33.5% |
| All | +43.2% | +8.9% | +34.2% | +33.5% |
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 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