+91.5%
USB vs MGY
+11.2%
+80.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | 0.0% | -10.7% | +10.7% | +2.5% |
| 30D | +5.8% | -2.7% | +8.6% | +6.2% |
| 3M | -6.0% | -3.7% | -2.3% | -5.8% |
| 6M | +7.8% | -16.3% | +24.1% | +11.7% |
| YTD | +14.6% | +10.2% | +4.4% | +5.6% |
| 1Y | +31.8% | +13.5% | +18.3% | +19.9% |
| 3Y | +91.5% | +14.6% | +76.9% | +62.6% |
| All | +91.5% | +11.2% | +80.3% | +62.6% |
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