+2,303.0%
FIX vs MGY
+88.8%
+2,214.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.2% |
| 7D | +5.0% | +3.5% | +1.5% | +4.1% |
| 30D | -2.7% | +5.3% | -8.0% | -4.0% |
| 3M | -8.2% | +2.6% | -10.9% | -9.2% |
| 6M | +20.3% | -3.3% | +23.5% | +19.6% |
| YTD | +81.4% | +29.2% | +52.2% | +65.1% |
| 1Y | +121.5% | +18.0% | +103.5% | +106.4% |
| 3Y | +807.4% | +30.0% | +777.4% | +713.8% |
| All | +2,303.0% | +88.8% | +2,214.3% | +1,769.3% |
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