-52.3%
MGIH vs SPY
+93.4%
-145.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | -6.1% | -1.1% | -5.1% | -5.6% |
| 3M | 0.0% | +3.9% | -3.9% | -2.0% |
| 6M | +8.3% | +13.6% | -5.3% | +0.6% |
| YTD | +23.4% | +12.7% | +10.7% | +15.3% |
| 1Y | -30.1% | +17.5% | -47.6% | -36.3% |
| 3Y | -20.4% | +76.9% | -97.3% | -30.9% |
| All | -52.3% | +93.4% | -145.8% | -61.7% |
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