+261.9%
TSCO vs MGY
+210.4%
+51.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -5.7% | +3.5% | -9.2% | -6.1% |
| 30D | -8.8% | +5.3% | -14.0% | -9.4% |
| 3M | +6.3% | +2.6% | +3.7% | +5.7% |
| 6M | -32.3% | -3.3% | -29.0% | -32.4% |
| YTD | -32.7% | +29.2% | -61.9% | -35.3% |
| 1Y | -43.7% | +18.0% | -61.7% | -45.3% |
| 3Y | -19.7% | +30.0% | -49.7% | -23.7% |
| 5Y | -11.6% | +92.7% | -104.3% | -20.9% |
| All | +261.9% | +210.4% | +51.5% | +196.6% |
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