-83.1%
FRMI vs MGY
+19.8%
-102.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.1% |
| 7D | +7.4% | +3.5% | +3.9% | +8.4% |
| 30D | -27.6% | +5.3% | -32.9% | -26.5% |
| 3M | -20.9% | +2.6% | -23.5% | -18.8% |
| 6M | -36.6% | -3.3% | -33.3% | -36.0% |
| YTD | -31.3% | +29.2% | -60.5% | -26.6% |
| All | -83.1% | +19.8% | -102.9% | -83.3% |
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