+172.4%
MGY vs STLD
+708.1%
-535.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +3.5% | +6.9% | -3.3% | 0.0% |
| 30D | -3.0% | -1.5% | -1.6% | -2.7% |
| 3M | -7.6% | -9.7% | +2.1% | -4.0% |
| 6M | -14.4% | +2.3% | -16.7% | -18.0% |
| YTD | +13.4% | +41.0% | -27.6% | -11.0% |
| 1Y | +9.2% | +51.8% | -42.7% | -18.0% |
| 3Y | +22.6% | +126.4% | -103.9% | -30.2% |
| 5Y | +33.6% | +285.7% | -252.1% | -49.9% |
| All | +172.4% | +708.1% | -535.7% | -45.4% |
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