+18.0%
MGY vs STLD
+82.8%
-64.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | +0.1% |
| 7D | +3.5% | -0.9% | +4.5% | +3.6% |
| 30D | +5.3% | -8.9% | +14.2% | +6.0% |
| 3M | +2.6% | -14.0% | +16.7% | +3.4% |
| 6M | -3.3% | +30.8% | -34.1% | -6.8% |
| YTD | +29.2% | +42.3% | -13.1% | +20.7% |
| 1Y | +18.0% | +81.1% | -63.1% | +2.3% |
| All | +18.0% | +82.8% | -64.8% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling