+54.5%
USAR vs MGY
+47.1%
+7.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -11.6% | +3.5% | -15.2% | -11.1% |
| 30D | -15.5% | +5.3% | -20.8% | -14.7% |
| 3M | -31.0% | +2.6% | -33.7% | -30.2% |
| 6M | -26.2% | -3.3% | -22.9% | -26.1% |
| YTD | +30.8% | +29.2% | +1.5% | +34.2% |
| 1Y | +7.1% | +18.0% | -10.9% | +8.3% |
| 3Y | +53.0% | +30.0% | +23.0% | +58.3% |
| All | +54.5% | +47.1% | +7.4% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling