+30.0%
MGY vs TSN
+13.0%
+17.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +3.5% | +3.0% | +0.5% | +3.0% |
| 30D | +5.3% | -4.2% | +9.5% | +6.0% |
| 3M | +2.6% | -3.9% | +6.5% | +2.9% |
| 6M | -3.3% | -9.8% | +6.6% | -2.2% |
| YTD | +29.2% | -7.3% | +36.5% | +29.5% |
| 1Y | +18.0% | -2.2% | +20.2% | +16.6% |
| 3Y | +30.0% | +11.9% | +18.1% | +19.7% |
| All | +30.0% | +13.0% | +17.1% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling