-16.4%
SWKS vs MGY
+23.8%
-40.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +0.9% |
| 7D | +11.8% | -0.9% | +12.7% | +12.2% |
| 30D | +6.7% | +10.1% | -3.4% | +2.5% |
| 3M | 0.0% | -1.5% | +1.5% | -0.1% |
| 6M | +38.7% | -4.9% | +43.7% | +39.9% |
| YTD | +21.4% | +27.7% | -6.3% | +4.9% |
| 1Y | +2.9% | +20.1% | -17.2% | -8.7% |
| 3Y | -16.4% | +24.9% | -41.3% | -30.0% |
| All | -16.4% | +23.8% | -40.2% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling