+176.7%
MGY vs STLD
+682.0%
-505.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +3.3% |
| 7D | +4.5% | +2.9% | +1.6% | +2.8% |
| 30D | -0.4% | -5.6% | +5.1% | +2.1% |
| 3M | -4.3% | -11.7% | +7.4% | +0.5% |
| 6M | -12.9% | -2.8% | -10.1% | -14.3% |
| YTD | +15.2% | +36.4% | -21.3% | -8.1% |
| 1Y | +10.3% | +50.0% | -39.7% | -16.7% |
| 3Y | +23.6% | +122.3% | -98.7% | -29.1% |
| 5Y | +35.7% | +273.2% | -237.5% | -48.3% |
| All | +176.7% | +682.0% | -505.3% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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