+317.7%
FERG vs MGY
+209.8%
+107.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.0% | +1.8% | -2.8% | -1.2% |
| 30D | -11.8% | +6.5% | -18.3% | -12.3% |
| 3M | -1.2% | +0.3% | -1.6% | -1.4% |
| 6M | -2.3% | -2.4% | +0.1% | -2.5% |
| YTD | +0.8% | +29.0% | -28.2% | -2.0% |
| 1Y | +0.5% | +17.0% | -16.6% | -1.5% |
| 3Y | +51.4% | +26.2% | +25.2% | +46.9% |
| 5Y | +67.5% | +92.3% | -24.8% | +60.3% |
| All | +317.7% | +209.8% | +107.8% | +351.5% |
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