+245.5%
MFG vs SPY
+318.9%
-73.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | -2.3% | -2.0% | -0.3% | -0.9% |
| 30D | +5.9% | -1.7% | +7.6% | +7.2% |
| 3M | +18.3% | +4.7% | +13.6% | +14.5% |
| 6M | +33.6% | +12.5% | +21.1% | +23.2% |
| YTD | +51.1% | +11.7% | +39.4% | +40.1% |
| 1Y | +64.8% | +17.5% | +47.3% | +47.7% |
| 3Y | +248.7% | +76.6% | +172.2% | +140.9% |
| 5Y | +297.2% | +82.0% | +215.2% | +166.1% |
| All | +245.5% | +318.9% | -73.3% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling