+90.1%
FOXA vs MGY
+149.9%
-59.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -3.7% | +1.8% | -5.5% | -4.1% |
| 30D | +5.4% | +6.5% | -1.1% | +3.9% |
| 3M | -3.7% | +0.3% | -4.0% | -4.2% |
| 6M | +12.6% | -2.4% | +15.0% | +12.2% |
| YTD | -10.0% | +29.0% | -39.0% | -15.5% |
| 1Y | +15.0% | +17.0% | -2.0% | +9.8% |
| 3Y | +115.1% | +26.2% | +88.9% | +98.8% |
| 5Y | +93.0% | +92.3% | +0.7% | +57.5% |
| All | +90.1% | +149.9% | -59.7% | +31.1% |
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