+234.9%
TPR vs MGY
+35.2%
+199.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.5% |
| 7D | -0.3% | +4.5% | -4.8% | -1.3% |
| 30D | +15.1% | -0.4% | +15.5% | +14.8% |
| 3M | +3.5% | -4.3% | +7.9% | +3.7% |
| 6M | +0.4% | -12.9% | +13.3% | +2.5% |
| YTD | +4.6% | +15.2% | -10.6% | -3.1% |
| 1Y | +33.1% | +10.3% | +22.8% | +24.8% |
| 3Y | +396.0% | +23.6% | +372.4% | +338.0% |
| All | +234.9% | +35.2% | +199.7% | +177.6% |
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 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