+3,757.1%
STRL vs MGY
+206.7%
+3,550.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.5% |
| 7D | +10.1% | -0.9% | +11.0% | +10.4% |
| 30D | -8.2% | +10.1% | -18.3% | -11.2% |
| 3M | -43.7% | -1.5% | -42.2% | -43.8% |
| 6M | +27.1% | -4.9% | +32.0% | +26.6% |
| YTD | +64.0% | +27.7% | +36.3% | +46.8% |
| 1Y | +75.2% | +20.1% | +55.1% | +59.4% |
| 3Y | +539.9% | +24.9% | +515.0% | +467.6% |
| 5Y | +2,133.0% | +91.6% | +2,041.4% | +1,505.8% |
| All | +3,757.1% | +206.7% | +3,550.4% | +2,313.0% |
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