+69.4%
USAR vs MGY
+47.3%
+22.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.2% |
| 7D | -4.4% | +1.5% | -5.9% | -4.2% |
| 30D | -10.4% | +6.8% | -17.2% | -9.4% |
| 3M | -18.4% | +2.6% | -21.0% | -17.4% |
| 6M | -8.8% | -3.1% | -5.7% | -8.6% |
| YTD | +43.4% | +29.4% | +14.0% | +47.2% |
| 1Y | +21.0% | +22.3% | -1.3% | +23.1% |
| 3Y | +67.7% | +26.6% | +41.2% | +73.5% |
| All | +69.4% | +47.3% | +22.1% | +75.7% |
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