+1,436.2%
TSM vs MGY
+206.7%
+1,229.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +1.9% |
| 7D | +6.0% | -0.9% | +6.9% | +6.2% |
| 30D | +4.5% | +10.1% | -5.6% | +2.6% |
| 3M | +3.1% | -1.5% | +4.6% | +2.9% |
| 6M | +30.2% | -4.9% | +35.1% | +30.1% |
| YTD | +45.2% | +27.7% | +17.5% | +36.2% |
| 1Y | +79.6% | +20.1% | +59.5% | +70.4% |
| 3Y | +411.0% | +24.9% | +386.1% | +375.6% |
| 5Y | +290.7% | +91.6% | +199.1% | +229.4% |
| All | +1,436.2% | +206.7% | +1,229.5% | +1,106.3% |
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 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