+210.4%
MGY vs SFM
+221.9%
-11.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +3.5% | -10.6% | +14.2% | +4.6% |
| 30D | +5.3% | -15.5% | +20.7% | +6.8% |
| 3M | +2.6% | -17.4% | +20.1% | +4.2% |
| 6M | -3.3% | -3.4% | +0.2% | -3.6% |
| YTD | +29.2% | -8.7% | +37.9% | +29.3% |
| 1Y | +18.0% | -47.2% | +65.2% | +24.2% |
| 3Y | +30.0% | +82.7% | -52.7% | +20.9% |
| 5Y | +92.7% | +214.3% | -121.6% | +68.0% |
| All | +210.4% | +221.9% | -11.6% | +172.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling