+209.8%
MGY vs TMF
-82.8%
+292.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -1.0% |
| 7D | +1.8% | -4.8% | +6.6% | +0.9% |
| 30D | +6.5% | -4.9% | +11.4% | +5.6% |
| 3M | +0.3% | -13.4% | +13.7% | -2.0% |
| 6M | -2.4% | -23.0% | +20.7% | -6.4% |
| YTD | +29.0% | -20.2% | +49.2% | +24.7% |
| 1Y | +17.0% | -26.5% | +43.5% | +11.8% |
| 3Y | +26.2% | -45.2% | +71.3% | +16.9% |
| 5Y | +92.3% | -88.4% | +180.7% | +24.6% |
| All | +209.8% | -82.8% | +292.7% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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