+322.2%
MGF vs SPY
+3,034.0%
-2,711.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -1.9% | +2.6% | -4.5% | -2.2% |
| 30D | +2.3% | -2.0% | +4.3% | +2.5% |
| 3M | -2.3% | -2.8% | +0.5% | -2.1% |
| 6M | -2.0% | +2.1% | -4.2% | -2.3% |
| YTD | -3.8% | +11.5% | -15.3% | -4.8% |
| 1Y | -4.2% | +13.5% | -17.7% | -5.3% |
| 3Y | +11.3% | +77.7% | -66.4% | +5.4% |
| 5Y | -6.7% | +72.6% | -79.3% | -11.7% |
| 10Y | +14.7% | +308.2% | -293.4% | -0.3% |
| All | +322.2% | +3,034.0% | -2,711.8% | +142.6% |
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