+18.0%
MGY vs STZ
-11.8%
+29.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +3.5% | -4.5% | +8.0% | +3.7% |
| 30D | +5.3% | -8.6% | +13.9% | +5.5% |
| 3M | +2.6% | -13.8% | +16.4% | +3.3% |
| 6M | -3.3% | -17.2% | +13.9% | -2.6% |
| YTD | +29.2% | -9.4% | +38.6% | +26.5% |
| 1Y | +18.0% | -11.9% | +29.9% | +14.3% |
| All | +18.0% | -11.8% | +29.8% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling