-2.1%
TLT vs MGY
+24.9%
-27.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.2% |
| 7D | -1.6% | +1.8% | -3.4% | -1.5% |
| 30D | -1.3% | +6.5% | -7.8% | -1.1% |
| 3M | -3.7% | +0.3% | -4.1% | -3.5% |
| 6M | -6.4% | -2.4% | -4.0% | -6.2% |
| YTD | -4.5% | +29.0% | -33.5% | -4.0% |
| 1Y | -5.9% | +17.0% | -22.9% | -5.5% |
| All | -2.1% | +24.9% | -27.0% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling