+210.4%
MGY vs SPYG
+343.2%
-132.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | +3.5% | -0.9% | +4.4% | +4.2% |
| 30D | +5.3% | -1.5% | +6.8% | +6.3% |
| 3M | +2.6% | +3.7% | -1.1% | -1.2% |
| 6M | -3.3% | +16.4% | -19.7% | -16.3% |
| YTD | +29.2% | +13.3% | +15.9% | +13.9% |
| 1Y | +18.0% | +17.9% | +0.2% | +0.4% |
| 3Y | +30.0% | +98.3% | -68.3% | -30.3% |
| 5Y | +92.7% | +86.4% | +6.2% | +7.2% |
| All | +210.4% | +343.2% | -132.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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