+206.7%
MGY vs FFIV
+202.6%
+4.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | -0.9% | -1.5% | +0.6% | -0.2% |
| 30D | +10.1% | -2.7% | +12.8% | +11.1% |
| 3M | -1.5% | -1.7% | +0.2% | -2.1% |
| 6M | -4.9% | +36.1% | -41.1% | -20.2% |
| YTD | +27.7% | +52.6% | -25.0% | +0.2% |
| 1Y | +20.1% | +21.5% | -1.5% | +4.9% |
| 3Y | +24.9% | +142.7% | -117.8% | -26.4% |
| 5Y | +91.6% | +92.6% | -1.0% | +23.2% |
| All | +206.7% | +202.6% | +4.1% | +44.2% |
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 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