+228.6%
CSX vs MGY
+176.7%
+51.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -1.0% |
| 7D | +6.0% | +4.5% | +1.5% | +4.9% |
| 30D | +7.8% | -0.4% | +8.2% | +7.7% |
| 3M | +4.1% | -4.3% | +8.4% | +4.6% |
| 6M | +17.9% | -12.9% | +30.8% | +20.5% |
| YTD | +44.9% | +15.2% | +29.7% | +37.9% |
| 1Y | +51.1% | +10.3% | +40.8% | +45.2% |
| 3Y | +78.3% | +23.6% | +54.6% | +63.5% |
| 5Y | +58.1% | +35.7% | +22.4% | +36.1% |
| All | +228.6% | +176.7% | +51.9% | +107.1% |
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