+92.3%
MGY vs STLA
-63.7%
+156.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.8% | -3.8% | +5.6% | +2.7% |
| 30D | +6.5% | -3.1% | +9.6% | +7.0% |
| 3M | +0.3% | -19.6% | +20.0% | +5.2% |
| 6M | -2.4% | -23.5% | +21.1% | +1.9% |
| YTD | +29.0% | -51.5% | +80.5% | +52.2% |
| 1Y | +17.0% | -39.7% | +56.7% | +26.1% |
| 3Y | +26.2% | -66.3% | +92.5% | +57.7% |
| 5Y | +92.3% | -63.1% | +155.5% | +122.2% |
| All | +92.3% | -63.7% | +156.0% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling