+24.9%
MGY vs STLD
+141.4%
-116.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | -0.9% | +2.7% | -3.6% | -1.8% |
| 30D | +10.1% | -8.4% | +18.6% | +12.9% |
| 3M | -1.5% | -9.9% | +8.4% | +1.1% |
| 6M | -4.9% | +33.0% | -38.0% | -16.8% |
| YTD | +27.7% | +42.6% | -14.9% | +7.8% |
| 1Y | +20.1% | +80.8% | -60.7% | -9.6% |
| 3Y | +24.9% | +143.4% | -118.5% | -18.8% |
| All | +24.9% | +141.4% | -116.6% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling