-2.1%
FLUT vs MGY
+206.7%
-208.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.4% |
| 7D | +3.8% | -0.9% | +4.7% | +3.9% |
| 30D | +6.3% | +10.1% | -3.8% | +5.2% |
| 3M | -4.0% | -1.5% | -2.6% | -4.1% |
| 6M | -10.3% | -4.9% | -5.4% | -10.2% |
| YTD | -53.2% | +27.7% | -80.9% | -54.6% |
| 1Y | -65.0% | +20.1% | -85.1% | -65.9% |
| 3Y | -43.9% | +24.9% | -68.8% | -45.9% |
| 5Y | -49.2% | +91.6% | -140.8% | -52.5% |
| All | -2.1% | +206.7% | -208.8% | -11.7% |
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