+30.0%
MGY vs STLA
-66.1%
+96.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.2% |
| 7D | +3.5% | -2.9% | +6.4% | +4.0% |
| 30D | +5.3% | +0.9% | +4.3% | +4.9% |
| 3M | +2.6% | -21.6% | +24.3% | +6.4% |
| 6M | -3.3% | -21.6% | +18.3% | -1.2% |
| YTD | +29.2% | -50.4% | +79.6% | +45.7% |
| 1Y | +18.0% | -43.6% | +61.6% | +27.0% |
| 3Y | +30.0% | -66.4% | +96.4% | +51.0% |
| All | +30.0% | -66.1% | +96.1% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling