+282.7%
FLEX vs MGY
+23.9%
+258.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.3% |
| 7D | +7.5% | +4.5% | +2.9% | +6.5% |
| 30D | -25.3% | -0.4% | -24.9% | -25.2% |
| 3M | -39.7% | -4.3% | -35.3% | -39.4% |
| 6M | -47.9% | -12.9% | -35.0% | -46.7% |
| YTD | +24.1% | +15.2% | +8.9% | +7.4% |
| 1Y | +26.0% | +10.3% | +15.6% | +11.1% |
| 3Y | +282.7% | +23.6% | +259.1% | +212.3% |
| All | +282.7% | +23.9% | +258.8% | +212.3% |
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 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