+13.7%
MGR vs SPY
+198.0%
-184.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -4.6% | +2.6% | -7.2% | -5.9% |
| 30D | -4.3% | -2.0% | -2.3% | -3.4% |
| 3M | -9.9% | -2.8% | -7.1% | -8.6% |
| 6M | -11.0% | +2.1% | -13.1% | -12.3% |
| YTD | -10.7% | +11.5% | -22.2% | -16.3% |
| 1Y | -11.5% | +13.5% | -24.9% | -17.9% |
| 3Y | +3.1% | +77.7% | -74.6% | -28.2% |
| 5Y | -8.7% | +72.6% | -81.3% | -35.8% |
| All | +13.7% | +198.0% | -184.4% | -52.6% |
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 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