-88.7%
MGX vs SPY
+57.8%
-146.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.9% |
| 7D | -0.9% | -0.8% | -0.1% | -0.1% |
| 30D | -4.9% | -1.1% | -3.9% | -3.9% |
| 3M | -7.2% | +3.9% | -11.1% | -11.3% |
| 6M | -29.3% | +13.6% | -42.9% | -38.6% |
| YTD | -28.4% | +12.7% | -41.1% | -37.0% |
| 1Y | -38.6% | +17.5% | -56.1% | -47.6% |
| All | -88.7% | +57.8% | -146.6% | -93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling