+199.8%
MGY vs TYL
+106.1%
+93.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.5% |
| 7D | +2.1% | -3.7% | +5.8% | +3.0% |
| 30D | +13.8% | +18.7% | -4.9% | +8.9% |
| 3M | -4.3% | +18.1% | -22.4% | -8.9% |
| 6M | -5.1% | -1.1% | -3.9% | -5.6% |
| YTD | +24.8% | -19.8% | +44.6% | +30.3% |
| 1Y | +11.8% | -34.3% | +46.1% | +23.2% |
| 3Y | +23.5% | -8.2% | +31.7% | +21.1% |
| 5Y | +87.5% | -25.4% | +112.9% | +90.7% |
| All | +199.8% | +106.1% | +93.7% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling