+340.6%
STRL vs MGY
+23.9%
+316.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.6% | -3.5% |
| 7D | +15.7% | +4.5% | +11.1% | +14.0% |
| 30D | -35.5% | -0.4% | -35.0% | -35.3% |
| 3M | -47.1% | -4.3% | -42.8% | -46.8% |
| 6M | -65.8% | -12.9% | -52.9% | -64.7% |
| YTD | -4.5% | +15.2% | -19.7% | -16.2% |
| 1Y | -10.5% | +10.3% | -20.8% | -20.0% |
| 3Y | +340.6% | +23.6% | +317.0% | +277.5% |
| All | +340.6% | +23.9% | +316.7% | +277.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling