-52.3%
MGIH vs SPY
+93.0%
-145.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | +0.7% | -0.4% | +1.0% | +0.8% |
| 30D | -12.1% | -1.4% | -10.7% | -11.4% |
| 3M | -9.5% | +3.7% | -13.2% | -11.2% |
| 6M | +7.7% | +13.0% | -5.3% | +0.5% |
| YTD | +23.4% | +12.4% | +11.0% | +15.5% |
| 1Y | -23.9% | +18.5% | -42.4% | -30.9% |
| 3Y | -21.5% | +77.6% | -99.2% | -32.2% |
| All | -52.3% | +93.0% | -145.3% | -61.6% |
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