+95.5%
CMS vs MGY
+206.7%
-111.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.4% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | -3.2% | +10.1% | -13.3% | -3.6% |
| 3M | -2.2% | -1.5% | -0.7% | -2.2% |
| 6M | -9.4% | -4.9% | -4.5% | -9.4% |
| YTD | +0.7% | +27.7% | -27.0% | -0.7% |
| 1Y | +0.4% | +20.1% | -19.7% | -0.8% |
| 3Y | +35.2% | +24.9% | +10.3% | +32.6% |
| 5Y | +24.1% | +91.6% | -67.4% | +18.2% |
| All | +95.5% | +206.7% | -111.2% | +65.5% |
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