+91.6%
MGY vs FN
+299.7%
-208.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.1% |
| 7D | -0.9% | +3.5% | -4.4% | -1.2% |
| 30D | +10.1% | -26.0% | +36.1% | +12.9% |
| 3M | -1.5% | -33.3% | +31.8% | +1.7% |
| 6M | -4.9% | -14.9% | +10.0% | -5.9% |
| YTD | +27.7% | -8.6% | +36.2% | +24.0% |
| 1Y | +20.1% | +12.3% | +7.7% | +12.1% |
| 3Y | +24.9% | +174.4% | -149.5% | -3.3% |
| 5Y | +91.6% | +296.4% | -204.8% | +41.0% |
| All | +91.6% | +299.7% | -208.1% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling