+102.0%
SW vs MGY
+164.8%
-62.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.0% |
| 7D | +2.3% | -10.7% | +13.0% | +3.0% |
| 30D | +6.8% | -2.7% | +9.5% | +6.9% |
| 3M | -5.2% | -3.7% | -1.5% | -5.2% |
| 6M | +7.4% | -16.3% | +23.7% | +8.3% |
| YTD | +17.4% | +10.2% | +7.2% | +15.1% |
| 1Y | +27.1% | +13.5% | +13.6% | +24.3% |
| 3Y | +47.9% | +14.6% | +33.2% | +44.5% |
| 5Y | -2.6% | +27.3% | -29.8% | -5.4% |
| All | +102.0% | +164.8% | -62.7% | +124.3% |
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