+210.4%
MGY vs CASY
+512.9%
-302.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | +3.5% | -18.6% | +22.1% | +9.1% |
| 30D | +5.3% | -26.6% | +31.9% | +14.1% |
| 3M | +2.6% | -32.8% | +35.4% | +13.9% |
| 6M | -3.3% | -10.0% | +6.7% | -2.6% |
| YTD | +29.2% | +11.6% | +17.6% | +21.3% |
| 1Y | +18.0% | +11.5% | +6.5% | +10.4% |
| 3Y | +30.0% | +160.7% | -130.7% | -12.5% |
| 5Y | +92.7% | +232.4% | -139.7% | +16.4% |
| All | +210.4% | +512.9% | -302.6% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling