+101.7%
SW vs MGY
+168.1%
-66.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.3% | -1.0% |
| 7D | -2.6% | +2.6% | -5.1% | -2.7% |
| 30D | +7.2% | -2.0% | +9.2% | +7.3% |
| 3M | -10.5% | -7.8% | -2.6% | -10.2% |
| 6M | +9.9% | -13.9% | +23.8% | +10.5% |
| YTD | +17.2% | +11.6% | +5.6% | +14.8% |
| 1Y | +26.5% | +6.7% | +19.8% | +24.4% |
| 3Y | +47.7% | +20.6% | +27.0% | +44.0% |
| 5Y | +0.2% | +32.4% | -32.2% | -2.9% |
| All | +101.7% | +168.1% | -66.4% | +123.8% |
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