-22.6%
FPS vs MGY
-8.9%
-13.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.2% | -12.1% | -17.7% |
| 7D | -23.3% | -12.1% | -11.2% | -24.7% |
| 30D | -42.4% | -2.6% | -39.8% | -42.2% |
| 3M | -43.0% | -4.2% | -38.8% | -43.4% |
| 6M | -44.5% | -23.9% | -20.6% | -43.9% |
| All | -22.6% | -8.9% | -13.7% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling