+1,916.1%
MGA vs SPY
+3,015.5%
-1,099.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.3% |
| 7D | -2.7% | -0.6% | -2.1% | -2.1% |
| 30D | -4.2% | -3.7% | -0.5% | -0.9% |
| 3M | -11.7% | -2.7% | -8.9% | -9.3% |
| 6M | -1.4% | +2.2% | -3.6% | -3.2% |
| YTD | +17.6% | +10.8% | +6.8% | +7.2% |
| 1Y | +27.5% | +11.2% | +16.2% | +15.8% |
| 3Y | +30.0% | +76.5% | -46.5% | -23.5% |
| 5Y | -13.0% | +72.9% | -86.0% | -46.6% |
| 10Y | +113.0% | +304.8% | -191.8% | -35.0% |
| All | +1,916.1% | +3,015.5% | -1,099.4% | +23.6% |
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 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