+206.7%
MGY vs SPG
+109.0%
+97.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.6% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +10.1% | -4.9% | +15.1% | +13.3% |
| 3M | -1.5% | +3.3% | -4.8% | -3.9% |
| 6M | -4.9% | +11.2% | -16.1% | -12.0% |
| YTD | +27.7% | +17.1% | +10.6% | +14.4% |
| 1Y | +20.1% | +21.6% | -1.5% | +4.8% |
| 3Y | +24.9% | +111.9% | -87.0% | -23.4% |
| 5Y | +91.6% | +106.9% | -15.3% | +16.0% |
| All | +206.7% | +109.0% | +97.7% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling