+0.4%
CMS vs MGY
+8.9%
-8.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +1.5% |
| 7D | +4.1% | -12.1% | +16.2% | +4.3% |
| 30D | +10.9% | -2.6% | +13.5% | +10.8% |
| 3M | -0.2% | -4.2% | +4.0% | -0.6% |
| 6M | -4.7% | -23.9% | +19.2% | -3.8% |
| YTD | +3.9% | +8.8% | -4.9% | -0.2% |
| 1Y | +0.4% | +9.5% | -9.1% | -3.7% |
| All | +0.4% | +8.9% | -8.6% | -3.7% |
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 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