+210.4%
MGY vs STT
+174.4%
+36.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | +3.5% | -0.4% | +4.0% | +3.8% |
| 30D | +5.3% | +1.7% | +3.5% | +3.9% |
| 3M | +2.6% | +17.9% | -15.3% | -7.8% |
| 6M | -3.3% | +55.3% | -58.6% | -27.2% |
| YTD | +29.2% | +52.7% | -23.4% | -2.5% |
| 1Y | +18.0% | +75.7% | -57.6% | -18.8% |
| 3Y | +30.0% | +197.9% | -167.9% | -36.9% |
| 5Y | +92.7% | +157.2% | -64.5% | -3.4% |
| All | +210.4% | +174.4% | +36.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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