-11.2%
MGRB vs SPY
+146.9%
-158.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +1.8% | -0.4% | +2.2% | +2.0% |
| 30D | -1.9% | -1.4% | -0.6% | -1.5% |
| 3M | -1.4% | +3.7% | -5.1% | -2.6% |
| 6M | -2.0% | +13.0% | -15.0% | -6.1% |
| YTD | -1.2% | +12.4% | -13.6% | -5.2% |
| 1Y | -6.7% | +18.5% | -25.2% | -12.1% |
| 3Y | +16.4% | +77.6% | -61.2% | -6.6% |
| 5Y | -16.0% | +81.7% | -97.7% | -34.3% |
| All | -11.2% | +146.9% | -158.1% | -33.5% |
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 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