+210.8%
MGY vs SFM
+223.5%
-12.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.3% | +1.7% |
| 7D | +1.5% | -7.2% | +8.7% | +2.1% |
| 30D | +6.8% | -14.3% | +21.2% | +8.2% |
| 3M | +2.6% | -13.7% | +16.3% | +3.7% |
| 6M | -3.1% | -6.0% | +2.9% | -3.2% |
| YTD | +29.4% | -8.2% | +37.6% | +29.5% |
| 1Y | +22.3% | -46.2% | +68.6% | +28.4% |
| 3Y | +26.6% | +83.6% | -57.0% | +17.6% |
| 5Y | +92.1% | +212.7% | -120.6% | +67.6% |
| All | +210.8% | +223.5% | -12.7% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling