+608.2%
CTAS vs MGY
+210.8%
+397.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.5% |
| 7D | +1.0% | +1.5% | -0.5% | +0.7% |
| 30D | -1.1% | +6.8% | -7.9% | -2.4% |
| 3M | +11.5% | +2.6% | +8.9% | +10.5% |
| 6M | +0.2% | -3.1% | +3.3% | 0.0% |
| YTD | +7.2% | +29.4% | -22.2% | +0.6% |
| 1Y | 0.0% | +22.3% | -22.3% | -5.3% |
| 3Y | +65.9% | +26.6% | +39.4% | +52.8% |
| 5Y | +109.6% | +92.1% | +17.4% | +67.7% |
| All | +608.2% | +210.8% | +397.3% | +328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling