+209.8%
MGY vs CRS
+1,283.9%
-1,074.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.6% |
| 7D | +1.8% | -4.1% | +5.9% | +3.5% |
| 30D | +6.5% | -16.6% | +23.1% | +14.2% |
| 3M | +0.3% | -14.3% | +14.6% | +4.8% |
| 6M | -2.4% | +11.6% | -14.0% | -11.4% |
| YTD | +29.0% | +42.6% | -13.6% | +3.8% |
| 1Y | +17.0% | +81.8% | -64.8% | -17.5% |
| 3Y | +26.2% | +632.1% | -605.9% | -58.4% |
| 5Y | +92.3% | +1,401.6% | -1,309.3% | -60.0% |
| All | +209.8% | +1,283.9% | -1,074.0% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling