-3.1%
MGY vs FTV
-0.8%
-2.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +0.9% |
| 7D | +1.5% | -1.3% | +2.8% | +1.0% |
| 30D | +6.8% | -9.5% | +16.4% | +2.9% |
| 3M | +2.6% | -10.9% | +13.5% | -2.2% |
| 6M | -3.1% | -0.6% | -2.5% | -3.4% |
| All | -3.1% | -0.8% | -2.3% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling