+106.1%
FAST vs MGY
+94.8%
+11.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +1.8% | +1.5% | +0.3% | +1.6% |
| 30D | -6.4% | +6.8% | -13.3% | -7.3% |
| 3M | +5.3% | +2.6% | +2.7% | +4.7% |
| 6M | +5.4% | -3.1% | +8.5% | +5.2% |
| YTD | +23.6% | +29.4% | -5.8% | +18.0% |
| 1Y | +4.1% | +22.3% | -18.2% | 0.0% |
| 3Y | +92.4% | +26.6% | +65.8% | +82.4% |
| 5Y | +106.1% | +92.1% | +14.0% | +86.0% |
| All | +106.1% | +94.8% | +11.3% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling