-54.2%
MGPI vs SPY
+311.3%
-365.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.8% |
| 7D | -1.6% | +0.5% | -2.1% | -2.0% |
| 30D | -6.9% | -0.9% | -6.0% | -6.4% |
| 3M | -1.1% | +3.9% | -5.0% | -4.0% |
| 6M | -11.2% | +14.5% | -25.8% | -19.7% |
| YTD | -32.0% | +12.9% | -44.9% | -37.9% |
| 1Y | -41.5% | +19.4% | -60.8% | -48.7% |
| 3Y | -85.0% | +78.5% | -163.5% | -90.3% |
| 5Y | -74.3% | +81.8% | -156.0% | -83.8% |
| 10Y | -54.2% | +311.5% | -365.7% | -84.6% |
| All | -54.2% | +311.3% | -365.5% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling