+307.0%
MFG vs SPY
+81.8%
+225.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | +3.7% | +0.5% | +3.2% | +3.3% |
| 30D | +4.0% | -0.9% | +5.0% | +4.8% |
| 3M | +16.2% | +3.9% | +12.3% | +12.9% |
| 6M | +38.2% | +14.5% | +23.7% | +25.0% |
| YTD | +52.2% | +12.9% | +39.3% | +39.0% |
| 1Y | +67.0% | +19.4% | +47.7% | +46.7% |
| 3Y | +251.2% | +78.5% | +172.8% | +141.8% |
| 5Y | +307.0% | +81.8% | +225.2% | +176.1% |
| All | +307.0% | +81.8% | +225.2% | +176.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling