+67.2%
USB vs MGY
+159.0%
-91.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -1.0% |
| 7D | +1.4% | -6.1% | +7.5% | +3.2% |
| 30D | +6.4% | -3.9% | +10.4% | +7.3% |
| 3M | -4.5% | -11.0% | +6.5% | -1.9% |
| 6M | +11.4% | -15.6% | +27.0% | +15.3% |
| YTD | +17.1% | +7.8% | +9.3% | +11.1% |
| 1Y | +32.6% | +5.8% | +26.8% | +26.4% |
| 3Y | +101.8% | +16.5% | +85.3% | +83.2% |
| 5Y | +25.1% | +28.5% | -3.3% | +4.6% |
| All | +67.2% | +159.0% | -91.7% | -6.8% |
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