+176.7%
MGY vs FE
+140.2%
+36.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | +4.5% | +1.2% | +3.3% | +4.1% |
| 30D | -0.4% | +4.5% | -5.0% | -1.8% |
| 3M | -4.3% | +1.3% | -5.7% | -4.9% |
| 6M | -12.9% | +8.7% | -21.5% | -15.3% |
| YTD | +15.2% | +9.2% | +6.0% | +11.5% |
| 1Y | +10.3% | +7.0% | +3.4% | +7.5% |
| 3Y | +23.6% | +51.4% | -27.8% | +6.0% |
| 5Y | +35.7% | +47.7% | -12.0% | +16.9% |
| All | +176.7% | +140.2% | +36.5% | +144.0% |
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