+210.4%
MGY vs BWA
+110.2%
+100.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | +3.5% | -1.3% | +4.9% | +4.2% |
| 30D | +5.3% | -2.9% | +8.2% | +6.4% |
| 3M | +2.6% | -10.7% | +13.4% | +7.5% |
| 6M | -3.3% | +26.5% | -29.7% | -17.6% |
| YTD | +29.2% | +49.1% | -19.9% | -2.7% |
| 1Y | +18.0% | +52.1% | -34.0% | -12.7% |
| 3Y | +30.0% | +72.6% | -42.6% | -15.0% |
| 5Y | +92.7% | +89.4% | +3.3% | +13.5% |
| All | +210.4% | +110.2% | +100.2% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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