+4,456.5%
FIX vs MGY
+209.8%
+4,246.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +0.7% | +1.8% | -1.1% | +0.2% |
| 30D | -5.7% | +6.5% | -12.2% | -7.4% |
| 3M | -7.4% | +0.3% | -7.8% | -8.1% |
| 6M | +15.1% | -2.4% | +17.5% | +14.1% |
| YTD | +70.7% | +29.0% | +41.7% | +55.3% |
| 1Y | +111.9% | +17.0% | +94.9% | +97.7% |
| 3Y | +759.5% | +26.2% | +733.4% | +674.7% |
| 5Y | +2,164.4% | +92.3% | +2,072.0% | +1,617.4% |
| All | +4,456.5% | +209.8% | +4,246.7% | +2,642.2% |
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