-49.5%
FLUT vs MGY
+88.8%
-138.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +0.4% | +3.5% | -3.1% | -0.2% |
| 30D | +2.5% | +5.3% | -2.7% | +1.5% |
| 3M | -9.2% | +2.6% | -11.9% | -10.0% |
| 6M | -8.2% | -3.3% | -5.0% | -8.4% |
| YTD | -53.2% | +29.2% | -82.5% | -56.2% |
| 1Y | -65.6% | +18.0% | -83.6% | -67.2% |
| 3Y | -43.6% | +30.0% | -73.6% | -48.1% |
| All | -49.5% | +88.8% | -138.2% | -54.0% |
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