+210.4%
MGY vs SPG
+104.2%
+106.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +3.5% | -1.2% | +4.7% | +4.2% |
| 30D | +5.3% | -6.1% | +11.4% | +9.1% |
| 3M | +2.6% | -3.6% | +6.3% | +4.3% |
| 6M | -3.3% | +10.4% | -13.7% | -10.2% |
| YTD | +29.2% | +14.4% | +14.8% | +17.2% |
| 1Y | +18.0% | +16.5% | +1.5% | +5.6% |
| 3Y | +30.0% | +106.8% | -76.8% | -19.2% |
| 5Y | +92.7% | +108.9% | -16.2% | +15.9% |
| All | +210.4% | +104.2% | +106.1% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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