+2,939.1%
STX vs MGY
+210.4%
+2,728.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -2.3% | +3.5% | -5.8% | -2.9% |
| 30D | -5.5% | +5.3% | -10.7% | -6.6% |
| 3M | -4.3% | +2.6% | -6.9% | -5.2% |
| 6M | +115.6% | -3.3% | +118.9% | +115.1% |
| YTD | +202.2% | +29.2% | +173.0% | +182.0% |
| 1Y | +325.3% | +18.0% | +307.3% | +303.6% |
| 3Y | +1,283.9% | +30.0% | +1,253.9% | +1,167.3% |
| 5Y | +1,048.3% | +92.7% | +955.6% | +848.4% |
| All | +2,939.1% | +210.4% | +2,728.7% | +2,155.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling