-36.4%
FICO vs MGY
+21.0%
-57.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.3% | +4.0% | +5.4% |
| 7D | -10.6% | +1.5% | -12.1% | -10.6% |
| 30D | -6.3% | +6.8% | -13.2% | -5.9% |
| 3M | -19.7% | +2.6% | -22.4% | -19.4% |
| 6M | -31.8% | -3.1% | -28.7% | -31.9% |
| YTD | -41.8% | +29.4% | -71.3% | -41.0% |
| 1Y | -36.4% | +22.3% | -58.7% | -36.1% |
| All | -36.4% | +21.0% | -57.4% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling