+2,431.4%
CLS vs MGY
+210.4%
+2,221.0%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.5% |
| 7D | +10.9% | +3.5% | +7.4% | +9.7% |
| 30D | +2.1% | +5.3% | -3.2% | +0.1% |
| 3M | -10.2% | +2.6% | -12.8% | -12.2% |
| 6M | +30.4% | -3.3% | +33.7% | +28.9% |
| YTD | +17.2% | +29.2% | -12.0% | +3.7% |
| 1Y | +41.0% | +18.0% | +23.0% | +28.5% |
| 3Y | +1,338.0% | +30.0% | +1,308.0% | +1,152.4% |
| 5Y | +3,860.6% | +92.7% | +3,767.9% | +2,754.8% |
| All | +2,431.4% | +210.4% | +2,221.0% | +1,073.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling