-96.0%
MGN vs SPY
+15.9%
-111.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.7% | -0.6% | -29.1% | -28.9% |
| 7D | +65.8% | -2.0% | +67.8% | +70.4% |
| 30D | +78.0% | -1.7% | +79.6% | +80.7% |
| 3M | +36.6% | +4.7% | +31.9% | +21.0% |
| 6M | -92.6% | +12.5% | -105.1% | -92.7% |
| YTD | -87.4% | +11.7% | -99.1% | -88.0% |
| All | -96.0% | +15.9% | -111.9% | -96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling