+206.7%
MGY vs STT
+173.9%
+32.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +3.0% |
| 7D | -0.9% | +2.2% | -3.1% | -2.2% |
| 30D | +10.1% | +3.9% | +6.2% | +7.3% |
| 3M | -1.5% | +19.2% | -20.6% | -12.1% |
| 6M | -4.9% | +60.4% | -65.3% | -29.9% |
| YTD | +27.7% | +51.5% | -23.8% | -3.2% |
| 1Y | +20.1% | +76.3% | -56.2% | -17.7% |
| 3Y | +24.9% | +200.7% | -175.9% | -39.8% |
| 5Y | +91.6% | +157.5% | -65.9% | -4.1% |
| All | +206.7% | +173.9% | +32.8% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling