+210.4%
MGY vs SPY
+260.9%
-50.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.7% |
| 7D | +3.5% | -0.8% | +4.3% | +4.4% |
| 30D | +5.3% | -1.1% | +6.3% | +6.3% |
| 3M | +2.6% | +3.9% | -1.2% | -2.3% |
| 6M | -3.3% | +13.6% | -16.9% | -17.9% |
| YTD | +29.2% | +12.7% | +16.5% | +10.5% |
| 1Y | +18.0% | +17.5% | +0.5% | -4.0% |
| 3Y | +30.0% | +76.9% | -46.9% | -34.3% |
| 5Y | +92.7% | +83.6% | +9.1% | -7.2% |
| All | +210.4% | +260.9% | -50.5% | -11.3% |
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