+25.0%
MGY vs FN
+170.4%
-145.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.7% | -11.0% | -0.3% |
| 7D | -10.7% | 0.0% | -10.6% | -10.9% |
| 30D | -2.7% | -34.3% | +31.6% | +0.5% |
| 3M | -3.7% | -39.9% | +36.2% | -0.1% |
| 6M | -16.3% | -51.8% | +35.5% | -11.8% |
| YTD | +10.2% | -28.1% | +38.4% | +8.5% |
| 1Y | +13.5% | -29.1% | +42.5% | +11.4% |
| 3Y | +14.6% | +102.4% | -87.8% | -9.5% |
| All | +25.0% | +170.4% | -145.3% | -9.5% |
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 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