+29.8%
MGY vs CASY
+163.1%
-133.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.8% | -17.2% | +19.0% | +3.6% |
| 30D | +6.5% | -24.4% | +30.9% | +9.5% |
| 3M | +0.3% | -31.4% | +31.7% | +4.1% |
| 6M | -2.4% | -8.9% | +6.5% | -2.1% |
| YTD | +29.0% | +13.8% | +15.2% | +25.4% |
| 1Y | +17.0% | +17.0% | +0.1% | +13.1% |
| All | +29.8% | +163.1% | -133.3% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling