-35.4%
TLT vs MGY
+88.8%
-124.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.6% | +3.5% | -5.2% | -1.5% |
| 30D | -1.1% | +5.3% | -6.4% | -0.9% |
| 3M | -4.9% | +2.6% | -7.5% | -4.6% |
| 6M | -5.0% | -3.3% | -1.7% | -5.0% |
| YTD | -4.4% | +29.2% | -33.6% | -3.2% |
| 1Y | -6.4% | +18.0% | -24.4% | -5.5% |
| 3Y | -2.0% | +30.0% | -32.0% | -0.5% |
| All | -35.4% | +88.8% | -124.2% | -31.3% |
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