+103.9%
SW vs MGY
+163.1%
-59.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | +4.7% | -10.3% | +15.0% | +5.3% |
| 30D | +5.0% | -1.8% | +6.8% | +5.0% |
| 3M | -7.3% | -0.1% | -7.2% | -7.6% |
| 6M | +15.0% | -22.8% | +37.8% | +16.6% |
| YTD | +18.5% | +9.5% | +9.0% | +16.2% |
| 1Y | +27.1% | +12.6% | +14.5% | +24.4% |
| 3Y | +49.3% | +10.7% | +38.6% | +46.2% |
| 5Y | -1.6% | +26.4% | -28.1% | -4.5% |
| All | +103.9% | +163.1% | -59.1% | +126.6% |
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