+92.3%
MGY vs WST
-24.9%
+117.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +6.5% | -2.0% | +8.5% | +6.8% |
| 3M | +0.3% | +4.1% | -3.8% | -0.3% |
| 6M | -2.4% | +47.4% | -49.8% | -8.0% |
| YTD | +29.0% | +25.4% | +3.6% | +24.2% |
| 1Y | +17.0% | +35.3% | -18.3% | +11.3% |
| 3Y | +26.2% | -11.7% | +37.8% | +23.1% |
| 5Y | +92.3% | -24.0% | +116.3% | +59.7% |
| All | +92.3% | -24.9% | +117.3% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 5y: compounded portfolio wealth divided by compounded WST 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…
5y analysis · Full analysis span regression · 6 months rolling