-88.0%
MSTU vs MGY
+17.9%
-105.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.4% |
| 7D | -16.6% | +3.5% | -20.1% | -18.9% |
| 30D | +69.7% | +5.3% | +64.4% | +62.9% |
| 3M | -7.5% | +2.6% | -10.1% | -12.9% |
| 6M | -43.1% | -3.3% | -39.8% | -46.8% |
| YTD | -63.0% | +29.2% | -92.3% | -75.8% |
| 1Y | -93.8% | +18.0% | -111.8% | -95.5% |
| All | -88.0% | +17.9% | -105.8% | -91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling