+168.1%
MGY vs FN
+735.6%
-567.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.9% | -2.4% | +2.5% |
| 7D | +2.6% | +8.0% | -5.4% | +0.7% |
| 30D | -2.0% | -19.1% | +17.1% | +0.5% |
| 3M | -7.8% | -29.8% | +22.0% | -4.0% |
| 6M | -13.9% | -43.2% | +29.3% | -8.4% |
| YTD | +11.6% | -18.9% | +30.6% | +6.6% |
| 1Y | +6.7% | -17.9% | +24.6% | +0.8% |
| 3Y | +20.6% | +120.1% | -99.5% | -19.2% |
| 5Y | +32.4% | +206.7% | -174.3% | -24.7% |
| All | +168.1% | +735.6% | -567.5% | +10.6% |
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