+197.5%
EWT vs MGY
+25.2%
+172.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.1% | +3.5% | -4.7% | -1.6% |
| 30D | +4.5% | +5.3% | -0.8% | +3.7% |
| 3M | +8.3% | +2.6% | +5.6% | +7.8% |
| 6M | +54.2% | -3.3% | +57.5% | +53.7% |
| YTD | +74.6% | +29.2% | +45.4% | +61.9% |
| 1Y | +84.9% | +18.0% | +66.9% | +75.0% |
| 3Y | +197.5% | +30.0% | +167.5% | +166.1% |
| All | +197.5% | +25.2% | +172.4% | +166.1% |
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