-46.1%
FIS vs MGY
+210.4%
-256.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -7.9% | +3.5% | -11.4% | -8.5% |
| 30D | -8.0% | +5.3% | -13.2% | -9.0% |
| 3M | +0.6% | +2.6% | -2.0% | -0.4% |
| 6M | -22.2% | -3.3% | -18.9% | -22.3% |
| YTD | -40.8% | +29.2% | -70.0% | -44.3% |
| 1Y | -41.5% | +18.0% | -59.5% | -44.1% |
| 3Y | -25.5% | +30.0% | -55.5% | -31.4% |
| 5Y | -64.8% | +92.7% | -157.4% | -70.9% |
| All | -46.1% | +210.4% | -256.4% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling