-88.7%
MGX vs SPY
+58.2%
-146.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.3% |
| 7D | -0.9% | +0.5% | -1.4% | -1.4% |
| 30D | -5.7% | -0.9% | -4.7% | -4.8% |
| 3M | -10.1% | +3.9% | -14.0% | -14.1% |
| 6M | -21.6% | +14.5% | -36.1% | -32.5% |
| YTD | -28.4% | +12.9% | -41.3% | -37.1% |
| 1Y | -37.6% | +19.4% | -57.0% | -47.5% |
| All | -88.7% | +58.2% | -146.9% | -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 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