+159.0%
MGY vs STLD
+704.8%
-545.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.6% | +0.2% |
| 7D | -6.1% | -4.7% | -1.4% | -4.0% |
| 30D | -3.9% | -0.9% | -3.0% | -3.9% |
| 3M | -11.0% | -11.9% | +0.9% | -6.3% |
| 6M | -15.6% | +0.9% | -16.5% | -18.6% |
| YTD | +7.8% | +40.4% | -32.6% | -15.2% |
| 1Y | +5.8% | +56.6% | -50.7% | -22.0% |
| 3Y | +16.5% | +125.5% | -108.9% | -33.5% |
| 5Y | +28.5% | +292.8% | -264.4% | -52.5% |
| All | +159.0% | +704.8% | -545.8% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling