+206.7%
MGY vs CASY
+630.5%
-423.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +3.2% |
| 7D | -0.9% | -4.4% | +3.5% | +0.3% |
| 30D | +10.1% | -12.0% | +22.2% | +14.0% |
| 3M | -1.5% | -2.3% | +0.9% | -1.8% |
| 6M | -4.9% | +10.5% | -15.5% | -9.2% |
| YTD | +27.7% | +33.0% | -5.3% | +14.7% |
| 1Y | +20.1% | +41.1% | -21.1% | +5.4% |
| 3Y | +24.9% | +207.5% | -182.6% | -19.2% |
| 5Y | +91.6% | +290.7% | -199.1% | +11.3% |
| All | +206.7% | +630.5% | -423.8% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CASY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling