+96.1%
SW vs MGY
+176.7%
-80.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -2.9% | +4.5% | -7.4% | -3.2% |
| 30D | +5.0% | -0.4% | +5.4% | +5.0% |
| 3M | -13.7% | -4.3% | -9.3% | -13.6% |
| 6M | +8.0% | -12.9% | +20.9% | +8.6% |
| YTD | +14.0% | +15.2% | -1.2% | +11.4% |
| 1Y | +25.6% | +10.3% | +15.3% | +23.3% |
| 3Y | +40.1% | +23.6% | +16.5% | +36.4% |
| 5Y | -2.6% | +35.7% | -38.3% | -5.8% |
| All | +96.1% | +176.7% | -80.6% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling