+210.4%
MGY vs FFIV
+219.7%
-9.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -1.3% |
| 7D | +3.5% | +5.4% | -1.9% | +1.0% |
| 30D | +5.3% | -2.7% | +7.9% | +6.2% |
| 3M | +2.6% | +4.5% | -1.9% | -0.9% |
| 6M | -3.3% | +42.2% | -45.5% | -20.5% |
| YTD | +29.2% | +61.3% | -32.1% | -1.2% |
| 1Y | +18.0% | +23.0% | -5.0% | +2.8% |
| 3Y | +30.0% | +156.3% | -126.2% | -25.3% |
| 5Y | +92.7% | +102.9% | -10.2% | +21.0% |
| All | +210.4% | +219.7% | -9.4% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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