+172.4%
MGY vs FE
+137.6%
+34.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | -3.0% | +3.9% | -6.9% | -4.2% |
| 3M | -7.6% | -0.1% | -7.5% | -7.7% |
| 6M | -14.4% | +6.1% | -20.4% | -16.2% |
| YTD | +13.4% | +8.1% | +5.3% | +10.1% |
| 1Y | +9.2% | +4.4% | +4.7% | +7.1% |
| 3Y | +22.6% | +49.0% | -26.4% | +5.6% |
| 5Y | +33.6% | +46.1% | -12.5% | +15.5% |
| All | +172.4% | +137.6% | +34.8% | +141.0% |
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