+121.5%
MGA vs SPY
+312.5%
-191.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.1% |
| 7D | -0.5% | -0.4% | -0.1% | 0.0% |
| 30D | -5.7% | -1.4% | -4.3% | -4.0% |
| 3M | -0.2% | +3.7% | -3.9% | -4.4% |
| 6M | +15.0% | +13.0% | +2.0% | -0.5% |
| YTD | +25.7% | +12.4% | +13.3% | +9.4% |
| 1Y | +45.6% | +18.5% | +27.1% | +18.8% |
| 3Y | +27.4% | +77.6% | -50.2% | -37.8% |
| 5Y | -2.9% | +81.7% | -84.6% | -53.2% |
| 10Y | +121.5% | +319.7% | -198.2% | -61.6% |
| All | +121.5% | +312.5% | -191.0% | -61.6% |
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 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