+3,143.2%
STX vs MGY
+210.8%
+2,932.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.3% |
| 7D | +9.6% | +1.5% | +8.1% | +9.2% |
| 30D | +10.6% | +6.8% | +3.8% | +9.0% |
| 3M | +4.8% | +2.6% | +2.2% | +3.8% |
| 6M | +137.3% | -3.1% | +140.4% | +136.6% |
| YTD | +222.5% | +29.4% | +193.1% | +200.9% |
| 1Y | +366.2% | +22.3% | +343.9% | +338.8% |
| 3Y | +1,352.9% | +26.6% | +1,326.3% | +1,238.2% |
| 5Y | +1,077.4% | +92.1% | +985.3% | +873.0% |
| All | +3,143.2% | +210.8% | +2,932.3% | +2,306.2% |
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