+69.2%
TSM vs MGY
+19.0%
+50.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +1.0% | +3.5% | -2.5% | +1.4% |
| 30D | +1.0% | +5.3% | -4.3% | +1.7% |
| 3M | +2.9% | +2.6% | +0.2% | +3.9% |
| 6M | +22.8% | -3.3% | +26.1% | +21.4% |
| YTD | +43.3% | +29.2% | +14.1% | +32.1% |
| 1Y | +69.2% | +18.0% | +51.2% | +62.0% |
| All | +69.2% | +19.0% | +50.2% | +62.0% |
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