+9.5%
MGY vs SFM
-35.8%
+45.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.9% | -5.2% |
| 7D | -12.1% | -12.3% | +0.1% | -11.6% |
| 30D | -2.6% | -16.2% | +13.6% | -2.1% |
| 3M | -4.2% | -36.8% | +32.6% | -2.6% |
| 6M | -23.9% | -32.6% | +8.7% | -23.0% |
| YTD | +8.8% | -31.7% | +40.5% | +10.3% |
| 1Y | +9.5% | -35.0% | +44.5% | +11.8% |
| All | +9.5% | -35.8% | +45.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling