+11.6%
MFSG vs SPY
+27.0%
-15.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +1.5% | +2.6% | -1.1% | -1.5% |
| 30D | -6.8% | -2.0% | -4.8% | -4.4% |
| 3M | -8.0% | -2.8% | -5.2% | -4.7% |
| 6M | -5.4% | +2.1% | -7.6% | -7.4% |
| YTD | +0.2% | +11.5% | -11.3% | -11.2% |
| 1Y | +1.3% | +13.5% | -12.2% | -12.0% |
| All | +11.6% | +27.0% | -15.4% | -12.6% |
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