+72.2%
MSFU vs MGY
+36.0%
+36.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -2.8% |
| 7D | -3.2% | -0.9% | -2.3% | -3.0% |
| 30D | -3.1% | +10.1% | -13.3% | -5.3% |
| 3M | +35.3% | -1.5% | +36.7% | +35.0% |
| 6M | +31.6% | -4.9% | +36.5% | +31.4% |
| YTD | -9.5% | +27.7% | -37.2% | -17.5% |
| 1Y | -18.4% | +20.1% | -38.5% | -24.6% |
| 3Y | +26.9% | +24.9% | +2.1% | +13.2% |
| All | +72.2% | +36.0% | +36.2% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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