+295.1%
STM vs MGY
+199.8%
+95.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | +5.8% | +2.1% | +3.7% | +5.1% |
| 30D | -1.0% | +13.8% | -14.8% | -4.7% |
| 3M | -33.3% | -4.3% | -29.0% | -33.0% |
| 6M | +57.4% | -5.1% | +62.4% | +57.0% |
| YTD | +102.2% | +24.8% | +77.4% | +85.4% |
| 1Y | +99.6% | +11.8% | +87.8% | +88.4% |
| 3Y | +14.5% | +23.5% | -9.0% | +3.6% |
| 5Y | +21.4% | +87.5% | -66.1% | -6.5% |
| All | +295.1% | +199.8% | +95.3% | +164.3% |
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 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