+28.5%
MGY vs TMF
-41.1%
+69.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -0.9% | +1.0% | -1.9% | -0.8% |
| 30D | +10.1% | -1.8% | +12.0% | +10.0% |
| 3M | -1.5% | -8.2% | +6.8% | -1.9% |
| 6M | -4.9% | -19.5% | +14.6% | -5.6% |
| YTD | +27.7% | -16.0% | +43.6% | +26.9% |
| 1Y | +20.1% | -22.5% | +42.6% | +19.1% |
| All | +28.5% | -41.1% | +69.5% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling