+464.3%
FLEX vs MGY
+25.3%
+438.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.7% |
| 7D | +6.4% | +1.5% | +4.9% | +6.1% |
| 30D | -5.9% | +6.8% | -12.7% | -7.1% |
| 3M | -23.5% | +2.6% | -26.1% | -24.0% |
| 6M | +83.7% | -3.1% | +86.8% | +80.2% |
| YTD | +86.5% | +29.4% | +57.1% | +60.5% |
| 1Y | +100.5% | +22.3% | +78.2% | +75.9% |
| All | +464.3% | +25.3% | +438.9% | +375.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling