-93.2%
FRMI vs MGY
+8.9%
-102.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.2% | -5.3% | -11.0% |
| 7D | -39.7% | -12.1% | -27.6% | -40.8% |
| 30D | -55.2% | -2.6% | -52.5% | -54.8% |
| 3M | -71.2% | -4.2% | -66.9% | -70.8% |
| 6M | -64.1% | -23.9% | -40.2% | -64.2% |
| YTD | -77.2% | +8.8% | -86.1% | -78.7% |
| 1Y | -93.2% | +9.5% | -102.6% | -93.7% |
| All | -93.2% | +8.9% | -102.1% | -93.7% |
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 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