-45.5%
MGPI vs SPY
+18.8%
-64.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.9% |
| 7D | -10.3% | -0.4% | -10.0% | -10.3% |
| 30D | -14.6% | -1.4% | -13.2% | -14.5% |
| 3M | -7.9% | +3.7% | -11.6% | -8.5% |
| 6M | -15.8% | +13.0% | -28.8% | -18.7% |
| YTD | -36.7% | +12.4% | -49.1% | -39.0% |
| 1Y | -45.5% | +18.5% | -64.1% | -50.2% |
| All | -45.5% | +18.8% | -64.3% | -50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling