+209.8%
MGY vs NWSA
+135.6%
+74.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +1.8% | -4.8% | +6.6% | +4.2% |
| 30D | +6.5% | +3.0% | +3.5% | +4.8% |
| 3M | +0.3% | +9.3% | -9.0% | -4.9% |
| 6M | -2.4% | +23.2% | -25.6% | -13.7% |
| YTD | +29.0% | +13.3% | +15.7% | +18.2% |
| 1Y | +17.0% | +2.9% | +14.1% | +12.3% |
| 3Y | +26.2% | +43.3% | -17.2% | -0.1% |
| 5Y | +92.3% | +40.9% | +51.4% | +47.3% |
| All | +209.8% | +135.6% | +74.2% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling