-3.1%
MGY vs BWA
+30.2%
-33.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.1% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +6.8% | -5.6% | +12.4% | +5.9% |
| 3M | +2.6% | -10.7% | +13.3% | +0.7% |
| 6M | -3.1% | +23.2% | -26.3% | +10.8% |
| All | -3.1% | +30.2% | -33.3% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling