+508.9%
FLEX vs MGY
+176.7%
+332.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.5% |
| 7D | +7.5% | +4.5% | +2.9% | +5.8% |
| 30D | -25.3% | -0.4% | -24.9% | -25.4% |
| 3M | -39.7% | -4.3% | -35.3% | -39.3% |
| 6M | -47.9% | -12.9% | -35.0% | -46.7% |
| YTD | +24.1% | +15.2% | +8.9% | +13.3% |
| 1Y | +26.0% | +10.3% | +15.6% | +16.6% |
| 3Y | +282.7% | +23.6% | +259.1% | +237.4% |
| 5Y | +424.2% | +35.7% | +388.5% | +324.1% |
| All | +508.9% | +176.7% | +332.2% | +236.6% |
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