+60.4%
MG vs SPY
+863.0%
-802.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.3% |
| 7D | -0.2% | -0.9% | +0.7% | +0.4% |
| 30D | -2.3% | -2.4% | 0.0% | -0.4% |
| 3M | +8.6% | -1.2% | +9.7% | +9.3% |
| 6M | +13.6% | +3.3% | +10.3% | +9.2% |
| YTD | +59.5% | +12.3% | +47.2% | +40.7% |
| 1Y | +55.2% | +12.4% | +42.8% | +36.9% |
| 3Y | +236.3% | +78.8% | +157.5% | +83.4% |
| 5Y | +123.0% | +75.2% | +47.8% | +22.4% |
| 10Y | -6.5% | +311.1% | -317.6% | -76.1% |
| All | +60.4% | +863.0% | -802.6% | -80.7% |
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