+92.3%
MGY vs STT
+153.4%
-61.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.8% | -1.4% | +3.2% | +2.4% |
| 30D | +6.5% | +2.2% | +4.3% | +5.2% |
| 3M | +0.3% | +18.8% | -18.5% | -7.8% |
| 6M | -2.4% | +57.9% | -60.3% | -22.3% |
| YTD | +29.0% | +51.0% | -22.0% | +4.4% |
| 1Y | +17.0% | +77.1% | -60.1% | -13.0% |
| 3Y | +26.2% | +199.8% | -173.7% | -28.7% |
| 5Y | +92.3% | +156.0% | -63.6% | +1.8% |
| All | +92.3% | +153.4% | -61.1% | +1.8% |
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