+92.4%
FOXA vs MGY
+150.3%
-58.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.8% | +3.5% | -2.7% | +0.1% |
| 30D | +5.0% | +5.3% | -0.2% | +3.8% |
| 3M | -3.0% | +2.6% | -5.7% | -3.9% |
| 6M | +14.8% | -3.3% | +18.1% | +14.6% |
| YTD | -8.9% | +29.2% | -38.1% | -14.5% |
| 1Y | +13.3% | +18.0% | -4.7% | +8.0% |
| 3Y | +115.4% | +30.0% | +85.4% | +97.9% |
| 5Y | +95.3% | +92.7% | +2.6% | +59.3% |
| All | +92.4% | +150.3% | -58.0% | +32.6% |
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