+34.2%
MGY vs STT
+104.1%
-69.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +4.5% | +4.8% | -0.3% | +2.5% |
| 30D | -0.4% | +3.9% | -4.3% | -2.3% |
| 3M | -4.3% | -8.2% | +3.8% | -1.4% |
| 6M | -12.9% | +15.6% | -28.5% | -19.4% |
| YTD | +15.2% | +37.6% | -22.4% | -3.0% |
| 1Y | +10.3% | +50.1% | -39.8% | -11.1% |
| 3Y | +23.6% | +183.1% | -159.4% | -27.9% |
| All | +34.2% | +104.1% | -69.9% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling