+24.9%
MGY vs FGI
-6.2%
+31.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.3% |
| 7D | -0.9% | +5.2% | -6.1% | -0.9% |
| 30D | +10.1% | +65.2% | -55.1% | +10.1% |
| 3M | -1.5% | +30.2% | -31.6% | -1.4% |
| 6M | -4.9% | +87.8% | -92.7% | -5.8% |
| YTD | +27.7% | +32.5% | -4.8% | +27.2% |
| 1Y | +20.1% | +93.6% | -73.5% | +17.0% |
| 3Y | +24.9% | -2.6% | +27.5% | +21.1% |
| All | +24.9% | -6.2% | +31.1% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling