-9.8%
MGTX vs SPY
+213.9%
-223.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -1.9% |
| 7D | -4.7% | +0.5% | -5.2% | -5.3% |
| 30D | +3.5% | -0.9% | +4.5% | +4.6% |
| 3M | +48.8% | +3.9% | +45.0% | +41.6% |
| 6M | +93.3% | +14.5% | +78.8% | +63.8% |
| YTD | +70.2% | +12.9% | +57.3% | +47.0% |
| 1Y | +81.1% | +19.4% | +61.8% | +46.8% |
| 3Y | +144.7% | +78.5% | +66.2% | +21.7% |
| 5Y | +15.3% | +81.8% | -66.4% | -43.3% |
| All | -9.8% | +213.9% | -223.7% | -76.5% |
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