-87.5%
MSTU vs MGY
+18.1%
-105.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.8% | -6.4% |
| 7D | +12.9% | +1.5% | +11.4% | +11.3% |
| 30D | +68.3% | +6.8% | +61.5% | +59.7% |
| 3M | +0.4% | +2.6% | -2.2% | -5.8% |
| 6M | -41.5% | -3.1% | -38.4% | -45.4% |
| YTD | -61.7% | +29.4% | -91.1% | -75.0% |
| 1Y | -93.7% | +22.3% | -116.0% | -95.7% |
| All | -87.5% | +18.1% | -105.6% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling