+206.7%
MGY vs STZ
-28.5%
+235.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.6% | +7.9% | +4.9% |
| 7D | -0.9% | -7.4% | +6.5% | +2.5% |
| 30D | +10.1% | -10.9% | +21.0% | +15.5% |
| 3M | -1.5% | -13.4% | +12.0% | +4.4% |
| 6M | -4.9% | -16.2% | +11.3% | +1.4% |
| YTD | +27.7% | -10.4% | +38.1% | +30.4% |
| 1Y | +20.1% | -14.8% | +34.8% | +24.9% |
| 3Y | +24.9% | -50.1% | +75.0% | +65.9% |
| 5Y | +91.6% | -38.8% | +130.4% | +121.2% |
| All | +206.7% | -28.5% | +235.2% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling