+122.9%
FIX vs MGY
+15.5%
+107.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.8% |
| 7D | +6.0% | +2.1% | +3.9% | +6.2% |
| 30D | -7.2% | +13.8% | -21.0% | -5.7% |
| 3M | -15.9% | -4.3% | -11.6% | -15.5% |
| 6M | +12.7% | -5.1% | +17.8% | +11.1% |
| YTD | +72.8% | +24.8% | +48.0% | +65.5% |
| 1Y | +122.9% | +11.8% | +111.1% | +120.4% |
| All | +122.9% | +15.5% | +107.4% | +120.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling