+11.9%
COST vs MGY
+8.9%
+3.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.2% | +7.9% | +2.7% |
| 7D | +6.6% | -12.1% | +18.8% | +6.9% |
| 30D | +13.5% | -2.6% | +16.1% | +13.3% |
| 3M | +10.6% | -4.2% | +14.8% | +9.9% |
| 6M | +3.6% | -23.9% | +27.6% | +4.5% |
| YTD | +22.1% | +8.8% | +13.2% | +19.9% |
| 1Y | +11.9% | +9.5% | +2.4% | +10.5% |
| All | +11.9% | +8.9% | +3.0% | +10.5% |
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 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