-29.4%
TSCO vs MGY
+8.9%
-38.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.2% | +9.4% | +3.7% |
| 7D | +15.7% | -12.1% | +27.8% | +14.6% |
| 30D | +16.4% | -2.6% | +19.0% | +15.7% |
| 3M | +11.2% | -4.2% | +15.4% | +10.3% |
| 6M | +14.9% | -23.9% | +38.8% | +14.8% |
| YTD | -25.4% | +8.8% | -34.2% | -35.7% |
| 1Y | -29.4% | +9.5% | -38.9% | -39.3% |
| All | -29.4% | +8.9% | -38.3% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling