+0.5%
MGRE vs SPY
+50.4%
-50.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | -3.6% | -1.1% | -2.5% | -3.4% |
| 3M | -4.7% | +3.9% | -8.6% | -5.5% |
| 6M | -5.0% | +13.6% | -18.6% | -7.5% |
| YTD | -6.3% | +12.7% | -19.0% | -8.6% |
| 1Y | -6.1% | +17.5% | -23.6% | -9.1% |
| All | +0.5% | +50.4% | -50.0% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling