+30.0%
MGY vs STZ
-49.6%
+79.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +3.5% | -4.5% | +8.0% | +4.0% |
| 30D | +5.3% | -8.6% | +13.9% | +6.3% |
| 3M | +2.6% | -13.8% | +16.4% | +4.4% |
| 6M | -3.3% | -17.2% | +13.9% | -1.4% |
| YTD | +29.2% | -9.4% | +38.6% | +29.2% |
| 1Y | +18.0% | -11.9% | +29.9% | +18.5% |
| 3Y | +30.0% | -49.6% | +79.6% | +27.9% |
| All | +30.0% | -49.6% | +79.6% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling