-80.3%
FIG vs MGY
+15.6%
-95.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.3% | -8.0% | -5.6% |
| 7D | -16.4% | -0.9% | -15.5% | -16.4% |
| 30D | -2.3% | +10.1% | -12.4% | -2.0% |
| 3M | +7.8% | -1.5% | +9.3% | +9.3% |
| 6M | -21.8% | -4.9% | -16.9% | -20.2% |
| YTD | -39.1% | +27.7% | -66.8% | -37.7% |
| 1Y | -56.6% | +20.1% | -76.7% | -55.7% |
| All | -80.3% | +15.6% | -95.9% | -80.2% |
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