+209.8%
MGY vs SPYG
+339.6%
-129.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.3% |
| 7D | +1.8% | -1.8% | +3.6% | +3.2% |
| 30D | +6.5% | -1.9% | +8.4% | +7.9% |
| 3M | +0.3% | +5.2% | -4.8% | -4.5% |
| 6M | -2.4% | +15.6% | -17.9% | -15.0% |
| YTD | +29.0% | +12.4% | +16.6% | +14.4% |
| 1Y | +17.0% | +17.5% | -0.4% | -0.2% |
| 3Y | +26.2% | +98.1% | -71.9% | -32.3% |
| 5Y | +92.3% | +84.9% | +7.4% | +7.6% |
| All | +209.8% | +339.6% | -129.8% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling