+210.4%
MGY vs WTW
+143.5%
+66.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.5% | -5.7% | +9.3% | +5.6% |
| 30D | +5.3% | -7.3% | +12.5% | +7.9% |
| 3M | +2.6% | +21.5% | -18.8% | -5.2% |
| 6M | -3.3% | +9.6% | -12.9% | -7.9% |
| YTD | +29.2% | -3.3% | +32.5% | +28.4% |
| 1Y | +18.0% | -6.1% | +24.2% | +18.5% |
| 3Y | +30.0% | +61.8% | -31.8% | +0.3% |
| 5Y | +92.7% | +42.7% | +50.0% | +56.2% |
| All | +210.4% | +143.5% | +66.9% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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