+36.0%
TSM vs MGY
+8.9%
+27.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.2% | +3.0% | -3.3% |
| 7D | -10.0% | -12.1% | +2.2% | -12.3% |
| 30D | -18.5% | -2.6% | -15.9% | -18.7% |
| 3M | -4.9% | -4.2% | -0.6% | -4.8% |
| 6M | -1.0% | -23.9% | +23.0% | -6.0% |
| YTD | +31.3% | +8.8% | +22.4% | +27.5% |
| 1Y | +36.0% | +9.5% | +26.5% | +31.9% |
| All | +36.0% | +8.9% | +27.1% | +31.9% |
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