-1.8%
MGR vs SPY
+79.8%
-81.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +0.9% | -2.0% | +2.9% | +1.6% |
| 30D | -1.6% | -1.7% | +0.1% | -1.0% |
| 3M | +1.6% | +4.7% | -3.2% | 0.0% |
| 6M | -1.2% | +12.5% | -13.7% | -5.1% |
| YTD | -2.6% | +11.7% | -14.3% | -6.2% |
| 1Y | -5.5% | +17.5% | -23.0% | -10.6% |
| 3Y | +11.8% | +76.6% | -64.7% | -9.6% |
| 5Y | -1.8% | +82.0% | -83.8% | -22.8% |
| All | -1.8% | +79.8% | -81.5% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling