+17.7%
STM vs MGY
+85.2%
-67.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | -1.1% | +1.8% | -2.9% | -1.6% |
| 30D | -7.8% | +6.5% | -14.3% | -9.5% |
| 3M | -28.2% | +0.3% | -28.5% | -28.8% |
| 6M | +52.0% | -2.4% | +54.4% | +50.5% |
| YTD | +96.4% | +29.0% | +67.4% | +77.2% |
| 1Y | +98.8% | +17.0% | +81.8% | +84.5% |
| 3Y | +18.3% | +26.2% | -7.9% | +5.3% |
| 5Y | +17.7% | +92.3% | -74.6% | -1.7% |
| All | +17.7% | +85.2% | -67.5% | -1.7% |
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