+7.4%
SW vs MGY
-18.5%
+25.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -0.7% |
| 7D | +2.3% | -10.7% | +13.0% | -2.5% |
| 30D | +6.8% | -2.7% | +9.5% | +5.8% |
| 3M | -5.2% | -3.7% | -1.5% | -5.0% |
| 6M | +7.4% | -16.3% | +23.7% | +0.8% |
| All | +7.4% | -18.5% | +25.9% | +0.8% |
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 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