+725.7%
FLEX vs MGY
+94.8%
+630.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.7% |
| 7D | +6.4% | +1.5% | +4.9% | +6.0% |
| 30D | -5.9% | +6.8% | -12.7% | -7.5% |
| 3M | -23.5% | +2.6% | -26.1% | -24.4% |
| 6M | +83.7% | -3.1% | +86.8% | +80.7% |
| YTD | +86.5% | +29.4% | +57.1% | +65.8% |
| 1Y | +100.5% | +22.3% | +78.2% | +81.0% |
| 3Y | +469.8% | +26.6% | +443.3% | +403.3% |
| 5Y | +725.7% | +92.1% | +633.5% | +534.0% |
| All | +725.7% | +94.8% | +630.9% | +534.0% |
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