+260.5%
TPR vs MGY
+176.7%
+83.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.7% |
| 7D | -0.3% | +4.5% | -4.8% | -1.8% |
| 30D | +15.1% | -0.4% | +15.5% | +14.6% |
| 3M | +3.5% | -4.3% | +7.9% | +3.9% |
| 6M | +0.4% | -12.9% | +13.3% | +3.1% |
| YTD | +4.6% | +15.2% | -10.6% | -4.2% |
| 1Y | +33.1% | +10.3% | +22.8% | +23.7% |
| 3Y | +396.0% | +23.6% | +372.4% | +329.2% |
| 5Y | +230.3% | +35.7% | +194.5% | +159.5% |
| All | +260.5% | +176.7% | +83.9% | +93.6% |
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 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