+209.8%
MGY vs FE
+134.0%
+75.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.8% | -1.7% | +3.5% | +2.3% |
| 30D | +6.5% | -1.3% | +7.8% | +6.9% |
| 3M | +0.3% | +0.6% | -0.3% | 0.0% |
| 6M | -2.4% | -6.8% | +4.5% | -0.6% |
| YTD | +29.0% | +6.4% | +22.6% | +26.0% |
| 1Y | +17.0% | +11.3% | +5.8% | +12.6% |
| 3Y | +26.2% | +47.1% | -20.9% | +9.2% |
| 5Y | +92.3% | +50.4% | +41.9% | +64.7% |
| All | +209.8% | +134.0% | +75.8% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling