+30.0%
MGY vs WSM
+230.1%
-200.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +3.5% | -0.5% | +4.1% | +3.6% |
| 30D | +5.3% | -7.7% | +13.0% | +6.6% |
| 3M | +2.6% | +3.8% | -1.1% | +1.6% |
| 6M | -3.3% | +22.7% | -26.0% | -7.8% |
| YTD | +29.2% | +28.0% | +1.2% | +21.4% |
| 1Y | +18.0% | +12.7% | +5.3% | +13.9% |
| 3Y | +30.0% | +231.3% | -201.3% | -3.2% |
| All | +30.0% | +230.1% | -200.1% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling