+1,186.5%
TER vs MGY
+206.7%
+979.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.6% |
| 7D | +11.0% | -0.9% | +11.9% | +11.2% |
| 30D | -1.9% | +10.1% | -12.0% | -4.4% |
| 3M | -0.7% | -1.5% | +0.8% | -1.0% |
| 6M | +36.4% | -4.9% | +41.3% | +35.5% |
| YTD | +92.4% | +27.7% | +64.8% | +76.2% |
| 1Y | +213.5% | +20.1% | +193.5% | +191.3% |
| 3Y | +277.2% | +24.9% | +252.4% | +244.8% |
| 5Y | +219.1% | +91.6% | +127.5% | +156.3% |
| All | +1,186.5% | +206.7% | +979.8% | +861.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling