+89.6%
MGY vs TYL
-28.1%
+117.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.5% | +6.8% | +3.2% |
| 7D | -0.9% | -7.6% | +6.7% | +0.7% |
| 30D | +10.1% | +11.3% | -1.2% | +7.5% |
| 3M | -1.5% | +14.5% | -16.0% | -4.9% |
| 6M | -4.9% | -7.1% | +2.2% | -3.9% |
| YTD | +27.7% | -23.4% | +51.1% | +34.3% |
| 1Y | +20.1% | -38.6% | +58.6% | +33.6% |
| 3Y | +24.9% | -11.3% | +36.2% | +23.3% |
| All | +89.6% | -28.1% | +117.6% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling