+15.2%
TOST vs MGY
-2.3%
+17.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | -0.4% |
| 7D | -3.4% | +2.1% | -5.5% | -2.7% |
| 30D | -2.4% | +13.8% | -16.2% | +1.8% |
| 3M | +34.6% | -4.3% | +38.9% | +34.8% |
| 6M | +15.2% | -5.1% | +20.3% | +13.3% |
| All | +15.2% | -2.3% | +17.5% | +13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling