+613.3%
CTAS vs MGY
+210.4%
+403.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | +0.5% | +3.5% | -3.0% | -0.2% |
| 30D | -0.7% | +5.3% | -6.0% | -1.8% |
| 3M | +11.1% | +2.6% | +8.4% | +10.1% |
| 6M | +2.1% | -3.3% | +5.4% | +2.0% |
| YTD | +8.0% | +29.2% | -21.3% | +1.4% |
| 1Y | -0.5% | +18.0% | -18.5% | -5.0% |
| 3Y | +66.2% | +30.0% | +36.2% | +52.2% |
| 5Y | +109.2% | +92.7% | +16.5% | +67.3% |
| All | +613.3% | +210.4% | +403.0% | +331.9% |
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