+210.8%
MGY vs FDS
+81.3%
+129.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.8% | +2.4% |
| 7D | +1.5% | -8.8% | +10.3% | +4.2% |
| 30D | +6.8% | -1.4% | +8.2% | +6.9% |
| 3M | +2.6% | +13.9% | -11.3% | -2.9% |
| 6M | -3.1% | +27.4% | -30.5% | -13.0% |
| YTD | +29.4% | -2.5% | +31.9% | +27.2% |
| 1Y | +22.3% | -23.8% | +46.1% | +31.6% |
| 3Y | +26.6% | -32.5% | +59.0% | +40.8% |
| 5Y | +92.1% | -23.2% | +115.3% | +97.6% |
| All | +210.8% | +81.3% | +129.6% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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