+199.8%
MGY vs FIVE
+418.8%
-219.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -2.6% |
| 7D | +2.1% | +4.3% | -2.2% | +1.1% |
| 30D | +13.8% | +12.5% | +1.3% | +10.5% |
| 3M | -4.3% | +31.2% | -35.5% | -10.4% |
| 6M | -5.1% | +14.4% | -19.4% | -9.4% |
| YTD | +24.8% | +33.9% | -9.1% | +14.5% |
| 1Y | +11.8% | +65.1% | -53.2% | -2.8% |
| 3Y | +23.5% | +49.0% | -25.4% | +3.6% |
| 5Y | +87.5% | +30.3% | +57.2% | +57.4% |
| All | +199.8% | +418.8% | -219.1% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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