+16.8%
CSGP vs MGY
+206.7%
-189.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.2% | -2.2% |
| 7D | -5.1% | -0.9% | -4.2% | -5.0% |
| 30D | +0.3% | +10.1% | -9.8% | -1.3% |
| 3M | -9.1% | -1.5% | -7.7% | -9.3% |
| 6M | -37.3% | -4.9% | -32.4% | -37.2% |
| YTD | -54.9% | +27.7% | -82.6% | -57.1% |
| 1Y | -65.5% | +20.1% | -85.6% | -66.9% |
| 3Y | -63.3% | +24.9% | -88.1% | -65.3% |
| 5Y | -65.8% | +91.6% | -157.4% | -70.6% |
| All | +16.8% | +206.7% | -189.9% | -16.7% |
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