+210.4%
MGY vs TSN
+10.4%
+200.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | +3.5% | +3.0% | +0.5% | +2.1% |
| 30D | +5.3% | -4.2% | +9.5% | +7.1% |
| 3M | +2.6% | -3.9% | +6.5% | +3.6% |
| 6M | -3.3% | -9.8% | +6.6% | -0.3% |
| YTD | +29.2% | -7.3% | +36.5% | +31.1% |
| 1Y | +18.0% | -2.2% | +20.2% | +16.2% |
| 3Y | +30.0% | +11.9% | +18.1% | +16.0% |
| 5Y | +92.7% | -16.9% | +109.6% | +96.6% |
| All | +210.4% | +10.4% | +200.0% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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