-2.4%
MGY vs NWSA
+20.8%
-23.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.6% |
| 7D | +1.8% | -4.8% | +6.6% | +0.4% |
| 30D | +6.5% | +3.0% | +3.5% | +7.4% |
| 3M | +0.3% | +9.3% | -9.0% | +3.8% |
| 6M | -2.4% | +23.2% | -25.6% | +7.7% |
| All | -2.4% | +20.8% | -23.2% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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