+92.3%
MGY vs STZ
-37.5%
+129.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | +1.8% | -4.1% | +5.9% | +2.8% |
| 30D | +6.5% | -7.6% | +14.1% | +8.4% |
| 3M | +0.3% | -12.3% | +12.6% | +3.4% |
| 6M | -2.4% | -16.3% | +13.9% | +1.4% |
| YTD | +29.0% | -8.4% | +37.3% | +29.3% |
| 1Y | +17.0% | -10.8% | +27.9% | +18.1% |
| 3Y | +26.2% | -49.0% | +75.1% | +51.4% |
| 5Y | +92.3% | -36.5% | +128.8% | +91.6% |
| All | +92.3% | -37.5% | +129.8% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling