+289.6%
MFG vs SPY
+72.2%
+217.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +4.1% | -0.6% | +4.7% | +4.6% |
| 30D | -6.4% | -3.7% | -2.7% | -3.5% |
| 3M | -5.1% | -2.7% | -2.3% | -2.8% |
| 6M | +14.3% | +2.2% | +12.1% | +12.6% |
| YTD | +35.7% | +10.8% | +24.8% | +25.8% |
| 1Y | +48.0% | +11.2% | +36.8% | +37.0% |
| 3Y | +222.7% | +76.5% | +146.2% | +123.8% |
| 5Y | +289.6% | +72.9% | +216.7% | +168.1% |
| All | +289.6% | +72.2% | +217.4% | +168.1% |
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