-51.2%
SWKS vs MGY
+92.8%
-143.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.1% |
| 7D | +11.8% | -0.9% | +12.7% | +12.1% |
| 30D | +6.7% | +10.1% | -3.4% | +3.3% |
| 3M | 0.0% | -1.5% | +1.5% | -0.4% |
| 6M | +38.7% | -4.9% | +43.7% | +39.4% |
| YTD | +21.4% | +27.7% | -6.3% | +9.6% |
| 1Y | +2.9% | +20.1% | -17.2% | -5.3% |
| 3Y | -16.4% | +24.9% | -41.3% | -25.0% |
| 5Y | -51.2% | +91.6% | -142.7% | -59.3% |
| All | -51.2% | +92.8% | -143.9% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling