-15.0%
TLT vs MGY
+210.8%
-225.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.5% |
| 7D | -0.3% | +1.5% | -1.8% | -0.2% |
| 30D | 0.0% | +6.8% | -6.9% | +0.4% |
| 3M | -2.9% | +2.6% | -5.5% | -2.6% |
| 6M | -6.3% | -3.1% | -3.1% | -6.2% |
| YTD | -3.3% | +29.4% | -32.8% | -1.6% |
| 1Y | -4.2% | +22.3% | -26.5% | -2.7% |
| 3Y | -1.7% | +26.6% | -28.2% | +0.7% |
| 5Y | -34.9% | +92.1% | -127.0% | -30.3% |
| All | -15.0% | +210.8% | -225.8% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling