-93.8%
MSTU vs MGY
+19.0%
-112.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | -16.6% | +3.5% | -20.1% | -16.1% |
| 30D | +69.7% | +5.3% | +64.4% | +70.9% |
| 3M | -7.5% | +2.6% | -10.1% | -4.9% |
| 6M | -43.1% | -3.3% | -39.8% | -43.9% |
| YTD | -63.0% | +29.2% | -92.3% | -70.7% |
| 1Y | -93.8% | +18.0% | -111.8% | -95.0% |
| All | -93.8% | +19.0% | -112.8% | -95.0% |
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