+89.0%
MGY vs TNA
-23.3%
+112.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +3.5% | -7.3% | +10.8% | +5.5% |
| 30D | +5.3% | -14.2% | +19.4% | +9.2% |
| 3M | +2.6% | -4.6% | +7.2% | +2.8% |
| 6M | -3.3% | +36.9% | -40.2% | -14.7% |
| YTD | +29.2% | +42.5% | -13.3% | +11.4% |
| 1Y | +18.0% | +45.8% | -27.7% | -0.4% |
| 3Y | +30.0% | +104.7% | -74.6% | -11.2% |
| All | +89.0% | -23.3% | +112.3% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling