+176.7%
MGY vs FN
+642.7%
-466.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.3% | +8.9% | +2.8% |
| 7D | +4.5% | +0.3% | +4.2% | +4.1% |
| 30D | -0.4% | -16.5% | +16.1% | +1.5% |
| 3M | -4.3% | -42.1% | +37.8% | +2.9% |
| 6M | -12.9% | -52.9% | +40.0% | -4.0% |
| YTD | +15.2% | -28.0% | +43.1% | +12.1% |
| 1Y | +10.3% | -18.5% | +28.9% | +3.6% |
| 3Y | +23.6% | +93.9% | -70.2% | -15.5% |
| 5Y | +35.7% | +170.5% | -134.8% | -21.1% |
| All | +176.7% | +642.7% | -466.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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