+210.8%
MGY vs WU
-36.2%
+247.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +1.5% | -4.9% | +6.4% | +3.5% |
| 30D | +6.8% | -1.3% | +8.1% | +7.0% |
| 3M | +2.6% | -3.6% | +6.2% | +1.4% |
| 6M | -3.1% | -24.3% | +21.2% | +6.2% |
| YTD | +29.4% | -21.1% | +50.5% | +38.3% |
| 1Y | +22.3% | -10.3% | +32.6% | +21.4% |
| 3Y | +26.6% | -28.4% | +54.9% | +36.6% |
| 5Y | +92.1% | -51.2% | +143.3% | +149.1% |
| All | +210.8% | -36.2% | +247.0% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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