+18.4%
MEGI vs SPY
+78.1%
-59.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +1.2% | -0.4% | +1.5% | +1.4% |
| 30D | -2.0% | -1.4% | -0.7% | -1.3% |
| 3M | +0.9% | +3.7% | -2.8% | -1.2% |
| 6M | +4.1% | +13.0% | -8.9% | -3.1% |
| YTD | +14.3% | +12.4% | +1.9% | +6.7% |
| 1Y | +13.6% | +18.5% | -4.9% | +2.7% |
| 3Y | +57.5% | +77.6% | -20.1% | +9.1% |
| All | +18.4% | +78.1% | -59.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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