+225.2%
TPR vs MGY
+85.2%
+140.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -5.1% | +1.8% | -6.9% | -5.6% |
| 30D | -27.6% | +6.5% | -34.0% | -28.7% |
| 3M | -17.5% | +0.3% | -17.8% | -17.9% |
| 6M | -21.3% | -2.4% | -18.9% | -22.1% |
| YTD | -8.5% | +29.0% | -37.5% | -16.7% |
| 1Y | +11.5% | +17.0% | -5.6% | +4.0% |
| 3Y | +288.0% | +26.2% | +261.9% | +245.2% |
| 5Y | +225.2% | +92.3% | +132.8% | +142.2% |
| All | +225.2% | +85.2% | +140.0% | +142.2% |
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