+210.4%
MGY vs FLR
+27.2%
+183.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | +3.5% | -3.5% | +7.0% | +4.9% |
| 30D | +5.3% | +4.2% | +1.1% | +3.5% |
| 3M | +2.6% | +8.1% | -5.4% | -2.2% |
| 6M | -3.3% | +21.5% | -24.8% | -14.0% |
| YTD | +29.2% | +36.8% | -7.5% | +8.7% |
| 1Y | +18.0% | +31.2% | -13.2% | -0.5% |
| 3Y | +30.0% | +53.9% | -23.9% | -6.0% |
| 5Y | +92.7% | +243.0% | -150.4% | -3.7% |
| All | +210.4% | +27.2% | +183.2% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling