-49.3%
TE vs MGY
+88.8%
-138.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +0.2% | +3.5% | -3.3% | -1.1% |
| 30D | -5.9% | +5.3% | -11.2% | -8.1% |
| 3M | -45.6% | +2.6% | -48.2% | -47.1% |
| 6M | -43.4% | -3.3% | -40.1% | -44.4% |
| YTD | -31.0% | +29.2% | -60.2% | -41.8% |
| 1Y | +145.2% | +18.0% | +127.2% | +114.0% |
| 3Y | -24.1% | +30.0% | -54.1% | -35.8% |
| All | -49.3% | +88.8% | -138.1% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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