+789.3%
FLEX vs MGY
+199.8%
+589.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | -0.9% | +2.1% | -3.0% | -1.6% |
| 30D | -10.1% | +13.8% | -24.0% | -13.8% |
| 3M | -31.3% | -4.3% | -27.1% | -31.1% |
| 6M | +71.3% | -5.1% | +76.3% | +69.1% |
| YTD | +81.2% | +24.8% | +56.5% | +62.5% |
| 1Y | +98.5% | +11.8% | +86.7% | +84.0% |
| 3Y | +428.2% | +23.5% | +404.7% | +367.2% |
| 5Y | +657.3% | +87.5% | +569.8% | +450.6% |
| All | +789.3% | +199.8% | +589.6% | +382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling