+176.7%
MGY vs TYL
+140.0%
+36.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +4.5% | +0.8% | +3.7% | +4.3% |
| 30D | -0.4% | +21.1% | -21.5% | -5.2% |
| 3M | -4.3% | +28.9% | -33.3% | -10.6% |
| 6M | -12.9% | +42.0% | -54.9% | -21.2% |
| YTD | +15.2% | -6.6% | +21.8% | +15.4% |
| 1Y | +10.3% | -9.1% | +19.4% | +11.3% |
| 3Y | +23.6% | +1.8% | +21.8% | +18.3% |
| 5Y | +35.7% | -22.9% | +58.7% | +37.7% |
| All | +176.7% | +140.0% | +36.6% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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