+110.8%
MG vs SPY
+81.0%
+29.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.3% |
| 7D | +3.0% | -0.4% | +3.4% | +3.3% |
| 30D | +26.5% | -1.4% | +27.9% | +28.0% |
| 3M | +7.8% | +3.7% | +4.1% | +4.2% |
| 6M | +41.0% | +13.0% | +28.0% | +26.5% |
| YTD | +57.9% | +12.4% | +45.5% | +42.4% |
| 1Y | +109.7% | +18.5% | +91.1% | +81.1% |
| 3Y | +281.3% | +77.6% | +203.7% | +137.6% |
| 5Y | +110.8% | +81.7% | +29.1% | +26.0% |
| All | +110.8% | +81.0% | +29.8% | +26.0% |
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