+30.0%
MGY vs FLR
+54.2%
-24.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +3.5% | -3.5% | +7.0% | +4.1% |
| 30D | +5.3% | +4.2% | +1.1% | +4.6% |
| 3M | +2.6% | +8.1% | -5.4% | +0.7% |
| 6M | -3.3% | +21.5% | -24.8% | -8.1% |
| YTD | +29.2% | +36.8% | -7.5% | +18.9% |
| 1Y | +18.0% | +31.2% | -13.2% | +8.7% |
| 3Y | +30.0% | +53.9% | -23.9% | +4.5% |
| All | +30.0% | +54.2% | -24.2% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling