+103.2%
USB vs MGY
+21.8%
+81.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | +0.1% |
| 7D | +1.4% | +2.1% | -0.7% | +0.8% |
| 30D | -1.3% | +13.8% | -15.1% | -4.9% |
| 3M | +15.2% | -4.3% | +19.5% | +16.2% |
| 6M | +18.8% | -5.1% | +23.9% | +18.7% |
| YTD | +21.0% | +24.8% | -3.8% | +8.5% |
| 1Y | +34.0% | +11.8% | +22.2% | +24.9% |
| All | +103.2% | +21.8% | +81.4% | +72.1% |
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