-2.1%
SWKS vs MGY
+210.8%
-212.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | +6.8% | +1.5% | +5.3% | +6.4% |
| 30D | +11.3% | +6.8% | +4.4% | +9.2% |
| 3M | +4.1% | +2.6% | +1.4% | +2.4% |
| 6M | +39.7% | -3.1% | +42.8% | +39.4% |
| YTD | +23.2% | +29.4% | -6.2% | +13.0% |
| 1Y | +5.3% | +22.3% | -17.0% | -2.2% |
| 3Y | -15.1% | +26.6% | -41.7% | -22.4% |
| 5Y | -50.3% | +92.1% | -142.4% | -60.4% |
| All | -2.1% | +210.8% | -212.9% | -32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling