+977.7%
MGK vs SPY
+621.6%
+356.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +1.0% | +0.5% | +0.5% | +0.5% |
| 30D | -0.9% | -0.9% | 0.0% | 0.0% |
| 3M | +2.5% | +3.9% | -1.4% | -1.2% |
| 6M | +16.9% | +14.5% | +2.3% | +2.2% |
| YTD | +9.2% | +12.9% | -3.8% | -3.1% |
| 1Y | +15.9% | +19.4% | -3.5% | -2.6% |
| 3Y | +91.1% | +78.5% | +12.6% | +8.7% |
| 5Y | +84.4% | +81.8% | +2.7% | +5.0% |
| 10Y | +453.6% | +311.5% | +142.1% | +49.8% |
| All | +977.7% | +621.6% | +356.0% | +75.3% |
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