+210.4%
MGY vs STZ
-27.6%
+238.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | +3.5% | -4.5% | +8.0% | +5.5% |
| 30D | +5.3% | -8.6% | +13.9% | +9.2% |
| 3M | +2.6% | -13.8% | +16.4% | +9.0% |
| 6M | -3.3% | -17.2% | +13.9% | +3.7% |
| YTD | +29.2% | -9.4% | +38.6% | +31.2% |
| 1Y | +18.0% | -11.9% | +29.9% | +20.8% |
| 3Y | +30.0% | -49.6% | +79.6% | +71.9% |
| 5Y | +92.7% | -37.2% | +129.8% | +119.3% |
| All | +210.4% | -27.6% | +238.0% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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