+14.6%
MGY vs FN
+101.0%
-86.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.7% | -11.0% | -0.1% |
| 7D | -10.7% | 0.0% | -10.6% | -10.8% |
| 30D | -2.7% | -34.3% | +31.6% | -0.4% |
| 3M | -3.7% | -39.9% | +36.2% | -1.0% |
| 6M | -16.3% | -51.8% | +35.5% | -12.7% |
| YTD | +10.2% | -28.1% | +38.4% | +8.3% |
| 1Y | +13.5% | -29.1% | +42.5% | +11.1% |
| 3Y | +14.6% | +102.4% | -87.8% | -13.9% |
| All | +14.6% | +101.0% | -86.4% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling