+3.5%
SW vs MGY
-2.3%
+5.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +0.4% |
| 7D | -5.1% | +2.1% | -7.2% | -3.8% |
| 30D | -4.6% | +13.8% | -18.4% | +3.6% |
| 3M | +9.4% | -4.3% | +13.7% | +7.6% |
| 6M | +3.5% | -5.1% | +8.6% | -2.7% |
| All | +3.5% | -2.3% | +5.8% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling