+112.8%
F vs MGY
+199.8%
-87.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | +5.3% | +2.1% | +3.2% | +4.6% |
| 30D | +4.6% | +13.8% | -9.2% | +0.4% |
| 3M | -3.7% | -4.3% | +0.6% | -3.1% |
| 6M | +16.8% | -5.1% | +21.9% | +16.4% |
| YTD | +15.3% | +24.8% | -9.5% | +4.9% |
| 1Y | +31.0% | +11.8% | +19.2% | +22.9% |
| 3Y | +45.4% | +23.5% | +21.9% | +29.7% |
| 5Y | +54.7% | +87.5% | -32.8% | +16.8% |
| All | +112.8% | +199.8% | -87.0% | +24.3% |
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