+288.1%
TER vs MGY
+25.2%
+263.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +6.4% | +3.5% | +2.8% | +5.2% |
| 30D | -5.7% | +5.3% | -11.0% | -7.3% |
| 3M | -0.4% | +2.6% | -3.0% | -1.8% |
| 6M | +25.8% | -3.3% | +29.1% | +23.3% |
| YTD | +96.4% | +29.2% | +67.2% | +65.5% |
| 1Y | +229.2% | +18.0% | +211.2% | +189.4% |
| 3Y | +288.1% | +30.0% | +258.1% | +213.1% |
| All | +288.1% | +25.2% | +263.0% | +213.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling