+101.7%
FICO vs MGY
+92.8%
+8.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.2% |
| 7D | -15.4% | -0.9% | -14.5% | -15.3% |
| 30D | -10.4% | +10.1% | -20.5% | -11.6% |
| 3M | -22.7% | -1.5% | -21.2% | -22.7% |
| 6M | -36.8% | -4.9% | -31.8% | -36.6% |
| YTD | -44.8% | +27.7% | -72.5% | -47.3% |
| 1Y | -39.3% | +20.1% | -59.4% | -41.7% |
| 3Y | +3.7% | +24.9% | -21.1% | -2.6% |
| 5Y | +101.7% | +91.6% | +10.2% | +74.5% |
| All | +101.7% | +92.8% | +8.9% | +74.5% |
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 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