+222.5%
CSX vs MGY
+159.0%
+63.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.7% |
| 7D | +0.7% | -6.1% | +6.8% | +2.0% |
| 30D | +8.1% | -3.9% | +12.0% | +8.8% |
| 3M | +2.2% | -11.0% | +13.2% | +4.3% |
| 6M | +14.6% | -15.6% | +30.2% | +17.9% |
| YTD | +42.2% | +7.8% | +34.4% | +37.3% |
| 1Y | +47.3% | +5.8% | +41.5% | +42.7% |
| 3Y | +73.5% | +16.5% | +57.0% | +61.3% |
| 5Y | +54.1% | +28.5% | +25.7% | +34.3% |
| All | +222.5% | +159.0% | +63.5% | +106.2% |
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