-45.7%
TOST vs MGY
+82.0%
-127.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -3.4% | +2.1% | -5.5% | -4.1% |
| 30D | -2.4% | +13.8% | -16.2% | -6.4% |
| 3M | +34.6% | -4.3% | +38.9% | +35.1% |
| 6M | +15.2% | -5.1% | +20.3% | +14.9% |
| YTD | -4.4% | +24.8% | -29.2% | -14.0% |
| 1Y | -17.4% | +11.8% | -29.2% | -23.0% |
| 3Y | +54.5% | +23.5% | +30.9% | +36.1% |
| All | -45.7% | +82.0% | -127.7% | -57.6% |
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 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