+210.8%
MGY vs FN
+847.2%
-636.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | +1.5% | +5.8% | -4.3% | +0.4% |
| 30D | +6.8% | -20.6% | +27.5% | +10.7% |
| 3M | +2.6% | -28.6% | +31.2% | +7.2% |
| 6M | -3.1% | -20.7% | +17.6% | -3.4% |
| YTD | +29.4% | -8.1% | +37.5% | +22.9% |
| 1Y | +22.3% | +13.3% | +9.0% | +8.8% |
| 3Y | +26.6% | +175.7% | -149.1% | -18.7% |
| 5Y | +92.1% | +297.4% | -205.3% | +2.8% |
| All | +210.8% | +847.2% | -636.3% | +27.5% |
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