+205.3%
CSX vs MGY
+210.8%
-5.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | -0.6% | +1.5% | -2.1% | -0.9% |
| 30D | -3.2% | +6.8% | -10.1% | -4.8% |
| 3M | +2.6% | +2.6% | 0.0% | +1.5% |
| 6M | +19.8% | -3.1% | +22.9% | +19.5% |
| YTD | +34.7% | +29.4% | +5.2% | +25.3% |
| 1Y | +52.1% | +22.3% | +29.8% | +42.9% |
| 3Y | +68.4% | +26.6% | +41.9% | +54.1% |
| 5Y | +65.1% | +92.1% | -27.0% | +30.8% |
| All | +205.3% | +210.8% | -5.5% | +88.2% |
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