+210.4%
MGY vs TYL
+90.6%
+119.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +3.5% | -7.5% | +11.1% | +5.5% |
| 30D | +5.3% | +6.0% | -0.7% | +3.5% |
| 3M | +2.6% | +13.9% | -11.3% | -1.5% |
| 6M | -3.3% | -3.3% | +0.1% | -3.5% |
| YTD | +29.2% | -25.8% | +55.1% | +37.4% |
| 1Y | +18.0% | -39.2% | +57.3% | +32.6% |
| 3Y | +30.0% | -13.2% | +43.2% | +28.9% |
| 5Y | +92.7% | -28.6% | +121.3% | +97.4% |
| All | +210.4% | +90.6% | +119.8% | +136.3% |
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