+840.3%
FLEX vs MGY
+210.4%
+629.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.1% |
| 7D | +5.7% | +3.5% | +2.2% | +4.6% |
| 30D | -7.0% | +5.3% | -12.3% | -8.6% |
| 3M | -23.8% | +2.6% | -26.5% | -25.1% |
| 6M | +82.6% | -3.3% | +85.9% | +79.4% |
| YTD | +91.6% | +29.2% | +62.4% | +70.1% |
| 1Y | +100.6% | +18.0% | +82.5% | +82.9% |
| 3Y | +479.8% | +30.0% | +449.8% | +404.9% |
| 5Y | +746.5% | +92.7% | +653.8% | +510.9% |
| All | +840.3% | +210.4% | +629.9% | +405.1% |
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