+432.3%
MGV vs SPY
+621.6%
-189.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.3% |
| 7D | +0.1% | +0.5% | -0.5% | -0.4% |
| 30D | -0.1% | -0.9% | +0.8% | +0.7% |
| 3M | +5.6% | +3.9% | +1.7% | +1.8% |
| 6M | +13.8% | +14.5% | -0.8% | +0.1% |
| YTD | +19.2% | +12.9% | +6.3% | +6.1% |
| 1Y | +26.7% | +19.4% | +7.4% | +7.0% |
| 3Y | +70.5% | +78.5% | -8.0% | -2.6% |
| 5Y | +84.7% | +81.8% | +2.9% | +1.8% |
| 10Y | +235.8% | +311.5% | -75.8% | -17.9% |
| All | +432.3% | +621.6% | -189.3% | -26.1% |
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