+52.0%
MG vs SPY
+873.8%
-821.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +20.9% | +0.1% | +20.8% | +20.7% |
| 3M | +3.5% | +2.0% | +1.5% | +1.2% |
| 6M | +21.9% | +13.0% | +8.9% | +7.3% |
| YTD | +51.1% | +13.5% | +37.6% | +32.4% |
| 1Y | +95.3% | +20.0% | +75.3% | +62.0% |
| 3Y | +255.4% | +77.2% | +178.2% | +96.2% |
| 5Y | +95.7% | +81.9% | +13.8% | +3.5% |
| 10Y | -21.2% | +314.1% | -335.2% | -79.9% |
| All | +52.0% | +873.8% | -821.8% | -81.9% |
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