+17.4%
MGY vs FN
+10.4%
+7.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.4% |
| 7D | +1.5% | +5.8% | -4.3% | +1.6% |
| 30D | +6.8% | -20.6% | +27.5% | +6.5% |
| 3M | +2.6% | -28.6% | +31.2% | +2.6% |
| 6M | -3.1% | -20.7% | +17.6% | -2.6% |
| YTD | +29.4% | -8.1% | +37.5% | +29.6% |
| All | +17.4% | +10.4% | +7.0% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling