+210.8%
MGY vs ARWR
+4,969.3%
-4,758.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.3% | +1.7% |
| 7D | +1.5% | -3.2% | +4.7% | +1.9% |
| 30D | +6.8% | -6.5% | +13.3% | +7.7% |
| 3M | +2.6% | +12.7% | -10.1% | +0.4% |
| 6M | -3.1% | +36.2% | -39.3% | -8.2% |
| YTD | +29.4% | +24.5% | +4.9% | +23.6% |
| 1Y | +22.3% | +198.0% | -175.7% | +1.8% |
| 3Y | +26.6% | +176.4% | -149.8% | -0.5% |
| 5Y | +92.1% | +26.6% | +65.6% | +61.6% |
| All | +210.8% | +4,969.3% | -4,758.5% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling