+34.2%
MGY vs ARWR
-34.9%
+69.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +1.4% |
| 7D | +4.5% | -17.8% | +22.4% | +6.4% |
| 30D | -0.4% | -18.1% | +17.7% | +1.3% |
| 3M | -4.3% | -44.2% | +39.8% | +0.6% |
| 6M | -12.9% | -38.6% | +25.8% | -9.6% |
| YTD | +15.2% | -28.0% | +43.2% | +16.7% |
| 1Y | +10.3% | +16.1% | -5.8% | +5.0% |
| 3Y | +23.6% | +84.0% | -60.4% | +3.4% |
| All | +34.2% | -34.9% | +69.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 5y: compounded portfolio wealth divided by compounded ARWR 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…
5y analysis · Full analysis span regression · 6 months rolling