+30.0%
MGY vs FTV
-5.2%
+35.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +3.5% | -4.0% | +7.5% | +5.0% |
| 30D | +5.3% | -11.0% | +16.3% | +9.5% |
| 3M | +2.6% | -8.4% | +11.1% | +4.7% |
| 6M | -3.3% | -2.6% | -0.7% | -4.9% |
| YTD | +29.2% | -0.6% | +29.8% | +24.8% |
| 1Y | +18.0% | +11.0% | +7.1% | +7.1% |
| 3Y | +30.0% | -6.3% | +36.4% | +20.3% |
| All | +30.0% | -5.2% | +35.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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