+40.5%
MGY vs FGI
-69.8%
+110.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.9% |
| 3M | -1.5% | +30.2% | -31.6% | -2.2% |
| 6M | -4.9% | +87.8% | -92.7% | -7.8% |
| YTD | +27.7% | +32.5% | -4.8% | +25.0% |
| 1Y | +20.1% | +93.6% | -73.5% | +12.8% |
| 3Y | +24.9% | -2.6% | +27.5% | +18.3% |
| All | +40.5% | -69.8% | +110.3% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling