+53.2%
CSX vs MGY
+15.5%
+37.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | -3.4% | +2.1% | -5.5% | -3.4% |
| 30D | -3.1% | +13.8% | -16.9% | -3.4% |
| 3M | +7.2% | -4.3% | +11.4% | +7.2% |
| 6M | +16.2% | -5.1% | +21.2% | +15.2% |
| YTD | +37.5% | +24.8% | +12.8% | +32.2% |
| 1Y | +53.2% | +11.8% | +41.4% | +46.3% |
| All | +53.2% | +15.5% | +37.7% | +46.3% |
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