+5.8%
SWKS vs MGY
+159.0%
-153.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.7% |
| 7D | -3.1% | -6.1% | +3.0% | -1.5% |
| 30D | +8.3% | -3.9% | +12.3% | +9.4% |
| 3M | +20.2% | -11.0% | +31.2% | +23.8% |
| 6M | +24.9% | -15.6% | +40.5% | +29.5% |
| YTD | +33.2% | +7.8% | +25.3% | +28.2% |
| 1Y | +23.6% | +5.8% | +17.7% | +19.5% |
| 3Y | +1.3% | +16.5% | -15.3% | -5.0% |
| 5Y | -40.6% | +28.5% | -69.0% | -47.3% |
| All | +5.8% | +159.0% | -153.2% | -23.7% |
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