+210.4%
MGY vs STLA
-5.7%
+216.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.6% |
| 7D | +3.5% | -2.9% | +6.4% | +4.6% |
| 30D | +5.3% | +0.9% | +4.3% | +4.4% |
| 3M | +2.6% | -21.6% | +24.3% | +11.1% |
| 6M | -3.3% | -21.6% | +18.3% | +2.2% |
| YTD | +29.2% | -50.4% | +79.6% | +59.7% |
| 1Y | +18.0% | -43.6% | +61.6% | +35.9% |
| 3Y | +30.0% | -66.4% | +96.4% | +75.9% |
| 5Y | +92.7% | -62.3% | +155.0% | +136.4% |
| All | +210.4% | -5.7% | +216.1% | +168.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling