+110.0%
SW vs MGY
+199.8%
-89.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | -5.1% | +2.1% | -7.2% | -5.2% |
| 30D | -4.6% | +13.8% | -18.4% | -5.5% |
| 3M | +9.4% | -4.3% | +13.7% | +9.5% |
| 6M | +3.5% | -5.1% | +8.6% | +3.3% |
| YTD | +22.0% | +24.8% | -2.8% | +18.9% |
| 1Y | +2.2% | +11.8% | -9.6% | +0.4% |
| 3Y | +19.6% | +23.5% | -3.9% | +16.3% |
| 5Y | -2.3% | +87.5% | -89.8% | -6.4% |
| All | +110.0% | +199.8% | -89.8% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling