+199.8%
MGY vs CASY
+653.0%
-453.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +13.8% | -11.3% | +25.1% | +17.6% |
| 3M | -4.3% | -0.6% | -3.6% | -5.0% |
| 6M | -5.1% | +10.7% | -15.8% | -9.3% |
| YTD | +24.8% | +37.1% | -12.3% | +11.2% |
| 1Y | +11.8% | +52.3% | -40.5% | -4.2% |
| 3Y | +23.5% | +215.2% | -191.7% | -20.6% |
| 5Y | +87.5% | +276.5% | -189.0% | +10.9% |
| All | +199.8% | +653.0% | -453.2% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling