+210.8%
MGY vs SPY
+260.0%
-49.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.8% |
| 7D | +1.5% | -0.4% | +1.9% | +1.9% |
| 30D | +6.8% | -1.4% | +8.2% | +8.3% |
| 3M | +2.6% | +3.7% | -1.1% | -2.3% |
| 6M | -3.1% | +13.0% | -16.1% | -17.2% |
| YTD | +29.4% | +12.4% | +17.0% | +11.0% |
| 1Y | +22.3% | +18.5% | +3.8% | -1.5% |
| 3Y | +26.6% | +77.6% | -51.1% | -36.4% |
| 5Y | +92.1% | +81.7% | +10.4% | -6.3% |
| All | +210.8% | +260.0% | -49.2% | -10.9% |
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