-25.6%
FIS vs MGY
+24.9%
-50.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -8.9% | +1.8% | -10.7% | -9.1% |
| 30D | -9.9% | +6.5% | -16.4% | -10.6% |
| 3M | 0.0% | +0.3% | -0.4% | -0.2% |
| 6M | -22.9% | -2.4% | -20.5% | -23.0% |
| YTD | -40.9% | +29.0% | -69.9% | -43.8% |
| 1Y | -40.4% | +17.0% | -57.5% | -42.4% |
| All | -25.6% | +24.9% | -50.5% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling