+209.8%
MGY vs FLR
+25.7%
+184.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | +1.8% | -6.9% | +8.7% | +4.5% |
| 30D | +6.5% | +1.1% | +5.4% | +5.9% |
| 3M | +0.3% | +14.3% | -14.0% | -6.6% |
| 6M | -2.4% | +19.1% | -21.5% | -12.5% |
| YTD | +29.0% | +35.1% | -6.1% | +9.0% |
| 1Y | +17.0% | +29.5% | -12.4% | -0.8% |
| 3Y | +26.2% | +53.0% | -26.8% | -8.7% |
| 5Y | +92.3% | +238.9% | -146.6% | -3.4% |
| All | +209.8% | +25.7% | +184.2% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling