+68.8%
MTG vs SPY
+78.1%
-9.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.3% | +2.6% | -4.9% | -3.7% |
| 30D | +2.4% | -2.0% | +4.4% | +3.3% |
| 3M | -9.4% | -2.8% | -6.6% | -8.1% |
| 6M | +9.0% | +2.1% | +6.8% | +7.0% |
| YTD | -2.8% | +11.5% | -14.2% | -10.1% |
| 1Y | +0.8% | +13.5% | -12.7% | -8.0% |
| 3Y | +68.8% | +77.7% | -8.9% | +3.8% |
| All | +68.8% | +78.1% | -9.3% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling