-17.7%
MFG vs SPY
+702.5%
-720.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | +5.0% | +0.1% | +4.9% | +4.9% |
| 3M | +14.7% | +2.0% | +12.7% | +12.7% |
| 6M | +36.8% | +13.0% | +23.8% | +22.7% |
| YTD | +53.4% | +13.5% | +39.9% | +37.0% |
| 1Y | +71.7% | +20.0% | +51.7% | +46.0% |
| 3Y | +254.1% | +77.2% | +176.9% | +112.3% |
| 5Y | +311.7% | +81.9% | +229.8% | +135.0% |
| 10Y | +247.9% | +314.1% | -66.2% | -17.1% |
| All | -17.7% | +702.5% | -720.1% | -90.2% |
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