-48.1%
TOST vs MGY
+88.7%
-136.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.1% |
| 3M | +29.8% | +2.6% | +27.2% | +27.5% |
| 6M | +10.0% | -3.1% | +13.1% | +9.2% |
| YTD | -8.6% | +29.4% | -38.0% | -18.7% |
| 1Y | -20.7% | +22.3% | -43.0% | -28.3% |
| 3Y | +55.7% | +26.6% | +29.1% | +36.2% |
| All | -48.1% | +88.7% | -136.8% | -59.9% |
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 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