+48.2%
SW vs MGY
+15.0%
+33.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.5% | +0.9% |
| 7D | +1.8% | -9.5% | +11.3% | +3.3% |
| 30D | +7.0% | -5.9% | +13.0% | +7.7% |
| 3M | -7.6% | -9.0% | +1.3% | -7.1% |
| 6M | +8.5% | -17.4% | +25.9% | +10.9% |
| YTD | +17.7% | +5.6% | +12.1% | +6.5% |
| 1Y | +27.1% | +6.0% | +21.1% | +14.8% |
| 3Y | +48.2% | +15.6% | +32.6% | +25.4% |
| All | +48.2% | +15.0% | +33.2% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling