+96.5%
STM vs MGY
+8.9%
+87.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.2% | -0.8% | -6.8% |
| 7D | -6.0% | -12.1% | +6.1% | -7.9% |
| 30D | -20.9% | -2.6% | -18.3% | -21.1% |
| 3M | -15.8% | -4.2% | -11.5% | -15.8% |
| 6M | -17.0% | -23.9% | +6.9% | -18.6% |
| YTD | +76.8% | +8.8% | +68.0% | +63.4% |
| 1Y | +96.5% | +9.5% | +87.0% | +81.3% |
| All | +96.5% | +8.9% | +87.6% | +81.3% |
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