+206.7%
MGY vs FE
+135.0%
+71.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | +10.1% | -2.1% | +12.3% | +10.8% |
| 3M | -1.5% | +2.6% | -4.1% | -2.4% |
| 6M | -4.9% | -6.8% | +1.9% | -3.2% |
| YTD | +27.7% | +6.9% | +20.8% | +24.5% |
| 1Y | +20.1% | +11.6% | +8.5% | +15.4% |
| 3Y | +24.9% | +47.7% | -22.8% | +8.0% |
| 5Y | +91.6% | +46.2% | +45.4% | +65.5% |
| All | +206.7% | +135.0% | +71.7% | +172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling