-87.2%
MSTU vs MGY
+8.9%
-96.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -5.2% | +15.6% | +7.6% |
| 7D | -4.8% | -12.1% | +7.3% | -10.3% |
| 30D | -29.6% | -2.6% | -26.9% | -29.9% |
| 3M | +69.4% | -4.2% | +73.6% | +69.1% |
| 6M | -62.2% | -23.9% | -38.3% | -61.6% |
| YTD | -61.1% | +8.8% | -69.9% | -70.2% |
| 1Y | -87.2% | +9.5% | -96.6% | -90.5% |
| All | -87.2% | +8.9% | -96.1% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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