-2.3%
FLUT vs MGY
+210.4%
-212.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +0.4% | +3.5% | -3.1% | +0.1% |
| 30D | +2.5% | +5.3% | -2.7% | +2.0% |
| 3M | -9.2% | +2.6% | -11.9% | -9.6% |
| 6M | -8.2% | -3.3% | -5.0% | -8.3% |
| YTD | -53.2% | +29.2% | -82.5% | -54.8% |
| 1Y | -65.6% | +18.0% | -83.6% | -66.4% |
| 3Y | -43.6% | +30.0% | -73.6% | -45.8% |
| 5Y | -50.3% | +92.7% | -143.0% | -53.5% |
| All | -2.3% | +210.4% | -212.6% | -11.9% |
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