-64.8%
CSGP vs MGY
+89.2%
-153.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | -4.1% | +2.1% | -6.2% | -4.4% |
| 30D | +2.3% | +13.8% | -11.5% | -0.1% |
| 3M | -8.2% | -4.3% | -3.9% | -7.8% |
| 6M | -35.1% | -5.1% | -30.0% | -34.8% |
| YTD | -54.0% | +24.8% | -78.8% | -56.4% |
| 1Y | -65.3% | +11.8% | -77.1% | -66.4% |
| 3Y | -62.6% | +23.5% | -86.1% | -64.9% |
| All | -64.8% | +89.2% | -153.9% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling