+45.5%
MGY vs TLN
+602.5%
-556.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +2.0% |
| 7D | -0.9% | +10.9% | -11.8% | -1.9% |
| 30D | +10.1% | -6.3% | +16.4% | +10.7% |
| 3M | -1.5% | -10.7% | +9.2% | -0.7% |
| 6M | -4.9% | +1.6% | -6.6% | -6.3% |
| YTD | +27.7% | -13.1% | +40.8% | +27.6% |
| 1Y | +20.1% | -15.1% | +35.1% | +19.8% |
| 3Y | +24.9% | +495.0% | -470.1% | -15.0% |
| All | +45.5% | +602.5% | -556.9% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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