+318.6%
V vs MGY
+210.4%
+108.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.2% | +3.5% | -4.8% | -1.9% |
| 30D | +3.1% | +5.3% | -2.2% | +2.0% |
| 3M | +16.3% | +2.6% | +13.7% | +15.3% |
| 6M | +20.4% | -3.3% | +23.7% | +20.2% |
| YTD | +6.3% | +29.2% | -23.0% | +0.1% |
| 1Y | +8.7% | +18.0% | -9.3% | +4.0% |
| 3Y | +53.3% | +30.0% | +23.3% | +41.2% |
| 5Y | +71.1% | +92.7% | -21.6% | +40.2% |
| All | +318.6% | +210.4% | +108.2% | +169.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling