+89.0%
MGY vs CRS
+1,363.4%
-1,274.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +3.5% | -6.8% | +10.3% | +5.3% |
| 30D | +5.3% | -16.1% | +21.4% | +9.9% |
| 3M | +2.6% | -21.2% | +23.8% | +8.0% |
| 6M | -3.3% | +8.7% | -12.0% | -8.7% |
| YTD | +29.2% | +41.0% | -11.8% | +11.5% |
| 1Y | +18.0% | +82.7% | -64.6% | -7.8% |
| 3Y | +30.0% | +604.8% | -574.8% | -40.3% |
| All | +89.0% | +1,363.4% | -1,274.4% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling