+89.5%
MGY vs FRSH
-72.5%
+162.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +3.5% | -6.6% | +10.1% | +4.3% |
| 30D | +5.3% | +2.1% | +3.2% | +4.9% |
| 3M | +2.6% | +29.0% | -26.3% | -0.6% |
| 6M | -3.3% | +48.6% | -51.9% | -8.1% |
| YTD | +29.2% | -2.9% | +32.2% | +28.2% |
| 1Y | +18.0% | -7.9% | +25.9% | +17.7% |
| 3Y | +30.0% | -46.5% | +76.5% | +34.4% |
| All | +89.5% | -72.5% | +162.0% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 all: compounded portfolio wealth divided by compounded FRSH 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…
all analysis · Full analysis span regression · 6 months rolling