-46.8%
FIS vs MGY
+210.8%
-257.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.8% | -3.7% |
| 7D | -9.1% | +1.5% | -10.6% | -9.4% |
| 30D | -10.4% | +6.8% | -17.3% | -11.7% |
| 3M | -3.7% | +2.6% | -6.3% | -4.6% |
| 6M | -24.8% | -3.1% | -21.7% | -24.9% |
| YTD | -41.6% | +29.4% | -71.0% | -45.0% |
| 1Y | -42.7% | +22.3% | -65.0% | -45.7% |
| 3Y | -26.2% | +26.6% | -52.8% | -31.8% |
| 5Y | -66.1% | +92.1% | -158.2% | -72.0% |
| All | -46.8% | +210.8% | -257.6% | -65.5% |
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 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