+398.4%
TSM vs MGY
+24.9%
+373.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.6% | +1.8% | +0.8% | +2.3% |
| 30D | +1.4% | +6.5% | -5.1% | +0.1% |
| 3M | +5.0% | +0.3% | +4.6% | +4.7% |
| 6M | +24.0% | -2.4% | +26.3% | +22.9% |
| YTD | +41.6% | +29.0% | +12.6% | +27.2% |
| 1Y | +66.2% | +17.0% | +49.1% | +54.1% |
| All | +398.4% | +24.9% | +373.5% | +336.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling