+11.8%
MGY vs FGI
+81.8%
-70.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.5% | -9.1% | -1.5% |
| 7D | +2.1% | +0.5% | +1.6% | +2.1% |
| 30D | +13.8% | +65.4% | -51.6% | +14.0% |
| 3M | -4.3% | +23.5% | -27.8% | -4.0% |
| 6M | -5.1% | +60.5% | -65.6% | -5.6% |
| YTD | +24.8% | +30.0% | -5.2% | +24.5% |
| 1Y | +11.8% | +82.1% | -70.3% | +7.6% |
| All | +11.8% | +81.8% | -70.0% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling