-8.8%
MG vs SPY
+307.0%
-315.9%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +0.2% | +2.6% | -2.4% | -2.7% |
| 30D | -2.4% | -2.0% | -0.4% | -0.7% |
| 3M | +10.1% | -2.8% | +12.9% | +13.0% |
| 6M | +17.6% | +2.1% | +15.4% | +14.0% |
| YTD | +59.7% | +11.5% | +48.2% | +40.3% |
| 1Y | +58.6% | +13.5% | +45.1% | +36.7% |
| 3Y | +220.6% | +77.7% | +142.9% | +65.2% |
| 5Y | +120.8% | +72.6% | +48.2% | +16.0% |
| All | -8.8% | +307.0% | -315.9% | -80.5% |
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