+206.7%
MGY vs STLA
-5.9%
+212.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +3.4% |
| 7D | -0.9% | +0.7% | -1.7% | -1.3% |
| 30D | +10.1% | -2.4% | +12.5% | +10.6% |
| 3M | -1.5% | -23.9% | +22.4% | +7.5% |
| 6M | -4.9% | -24.6% | +19.7% | +2.0% |
| YTD | +27.7% | -50.5% | +78.2% | +57.9% |
| 1Y | +20.1% | -39.8% | +59.9% | +34.0% |
| 3Y | +24.9% | -65.6% | +90.5% | +67.0% |
| 5Y | +91.6% | -62.1% | +153.7% | +134.4% |
| All | +206.7% | -5.9% | +212.6% | +165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling