+29.8%
MGY vs STT
+194.3%
-164.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.8% | -1.4% | +3.2% | +2.3% |
| 30D | +6.5% | +2.2% | +4.3% | +5.4% |
| 3M | +0.3% | +18.8% | -18.5% | -7.2% |
| 6M | -2.4% | +57.9% | -60.3% | -21.8% |
| YTD | +29.0% | +51.0% | -22.0% | +5.0% |
| 1Y | +17.0% | +77.1% | -60.1% | -13.6% |
| All | +29.8% | +194.3% | -164.5% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling