+176.7%
MGY vs FFIV
+140.1%
+36.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.2% | +2.7% |
| 7D | +4.5% | -0.5% | +5.1% | +4.6% |
| 30D | -0.4% | -32.4% | +32.0% | +15.5% |
| 3M | -4.3% | -25.7% | +21.3% | +5.5% |
| 6M | -12.9% | -13.5% | +0.6% | -11.8% |
| YTD | +15.2% | +21.1% | -5.9% | -2.9% |
| 1Y | +10.3% | +29.4% | -19.1% | -10.3% |
| 3Y | +23.6% | +94.9% | -71.3% | -22.1% |
| 5Y | +35.7% | +34.7% | +1.0% | +1.6% |
| All | +176.7% | +140.1% | +36.6% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling