+52.2%
TOST vs MGY
+25.3%
+26.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.9% | -2.9% |
| 7D | -4.7% | +1.5% | -6.2% | -5.1% |
| 30D | -9.1% | +6.8% | -15.9% | -10.8% |
| 3M | +29.8% | +2.6% | +27.2% | +28.1% |
| 6M | +10.0% | -3.1% | +13.1% | +9.5% |
| YTD | -8.6% | +29.4% | -38.0% | -19.6% |
| 1Y | -20.7% | +22.3% | -43.0% | -28.9% |
| All | +52.2% | +25.3% | +26.9% | +27.6% |
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