-12.1%
MGA vs SPY
+71.5%
-83.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -2.1% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -2.6% | -3.3% | +0.7% | +1.2% |
| 3M | -10.8% | -2.4% | -8.4% | -8.3% |
| 6M | +0.2% | +2.6% | -2.3% | -2.7% |
| YTD | +19.6% | +11.2% | +8.3% | +5.6% |
| 1Y | +27.8% | +13.4% | +14.4% | +10.3% |
| 3Y | +34.0% | +79.9% | -45.9% | -36.4% |
| 5Y | -12.1% | +72.2% | -84.3% | -55.8% |
| All | -12.1% | +71.5% | -83.6% | -55.8% |
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