+11.6%
MGF vs SPY
+318.9%
-307.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -1.4% | -2.0% | +0.6% | -1.3% |
| 30D | -1.4% | -1.7% | +0.2% | -1.3% |
| 3M | +0.3% | +4.7% | -4.4% | -0.1% |
| 6M | -2.2% | +12.5% | -14.7% | -3.2% |
| YTD | -3.3% | +11.7% | -15.0% | -4.2% |
| 1Y | -3.1% | +17.5% | -20.6% | -4.4% |
| 3Y | +11.6% | +76.6% | -64.9% | +6.1% |
| 5Y | -7.8% | +82.0% | -89.8% | -12.9% |
| All | +11.6% | +318.9% | -307.3% | +1.6% |
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