+210.8%
MGY vs FTI
+319.9%
-109.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.6% |
| 7D | +1.5% | -2.3% | +3.8% | +2.9% |
| 30D | +6.8% | +5.0% | +1.8% | +3.7% |
| 3M | +2.6% | +13.8% | -11.2% | -5.6% |
| 6M | -3.1% | +22.9% | -26.0% | -15.3% |
| YTD | +29.4% | +75.0% | -45.6% | -8.6% |
| 1Y | +22.3% | +96.9% | -74.6% | -19.8% |
| 3Y | +26.6% | +276.7% | -250.2% | -45.4% |
| 5Y | +92.1% | +1,157.0% | -1,064.9% | -61.7% |
| All | +210.8% | +319.9% | -109.1% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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