-48.6%
TOST vs MGY
+88.4%
-137.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.4% | +3.5% | -8.9% | -6.4% |
| 30D | -5.7% | +5.3% | -11.0% | -7.4% |
| 3M | +30.1% | +2.6% | +27.4% | +27.8% |
| 6M | +11.9% | -3.3% | +15.2% | +11.1% |
| YTD | -9.5% | +29.2% | -38.8% | -19.5% |
| 1Y | -21.3% | +18.0% | -39.3% | -27.8% |
| 3Y | +50.7% | +30.0% | +20.6% | +30.7% |
| All | -48.6% | +88.4% | -137.1% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling