+30.0%
MGY vs CRS
+612.2%
-582.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +3.5% | -6.8% | +10.3% | +4.6% |
| 30D | +5.3% | -16.1% | +21.4% | +7.9% |
| 3M | +2.6% | -21.2% | +23.8% | +5.7% |
| 6M | -3.3% | +8.7% | -12.0% | -7.0% |
| YTD | +29.2% | +41.0% | -11.8% | +16.1% |
| 1Y | +18.0% | +82.7% | -64.6% | -1.8% |
| 3Y | +30.0% | +604.8% | -574.8% | -14.4% |
| All | +30.0% | +612.2% | -582.2% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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