-65.4%
FIS vs MGY
+88.8%
-154.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -9.0% | +3.5% | -12.5% | -9.5% |
| 30D | -9.0% | +5.3% | -14.3% | -9.9% |
| 3M | -0.5% | +2.6% | -3.2% | -1.4% |
| 6M | -23.1% | -3.3% | -19.8% | -23.2% |
| YTD | -41.5% | +29.2% | -70.7% | -45.0% |
| 1Y | -42.2% | +18.0% | -60.2% | -44.8% |
| 3Y | -26.3% | +30.0% | -56.4% | -32.6% |
| All | -65.4% | +88.8% | -154.2% | -71.0% |
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 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