-84.3%
FRMI vs MGY
+15.7%
-99.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.9% | +4.9% |
| 7D | +2.4% | +2.1% | +0.3% | +3.1% |
| 30D | -17.3% | +13.8% | -31.1% | -13.6% |
| 3M | -17.2% | -4.3% | -12.9% | -16.4% |
| 6M | -43.4% | -5.1% | -38.3% | -43.3% |
| YTD | -36.0% | +24.8% | -60.8% | -32.2% |
| All | -84.3% | +15.7% | -99.9% | -84.6% |
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 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