+142.4%
MGY vs TW
+209.8%
-67.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | +1.8% | -2.7% | +4.5% | +2.6% |
| 30D | +6.5% | -1.7% | +8.2% | +6.9% |
| 3M | +0.3% | +1.6% | -1.3% | -0.8% |
| 6M | -2.4% | -17.7% | +15.3% | +2.7% |
| YTD | +29.0% | -4.3% | +33.3% | +28.9% |
| 1Y | +17.0% | -13.1% | +30.1% | +20.5% |
| 3Y | +26.2% | +20.3% | +5.9% | +13.6% |
| 5Y | +92.3% | +22.0% | +70.4% | +67.8% |
| All | +142.4% | +209.8% | -67.4% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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