+130.3%
MTG vs SPY
+79.8%
+50.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.4% |
| 7D | -2.0% | -2.0% | 0.0% | -0.5% |
| 30D | +1.6% | -1.7% | +3.3% | +2.9% |
| 3M | +20.6% | +4.7% | +15.8% | +16.0% |
| 6M | +18.2% | +12.5% | +5.7% | +6.9% |
| YTD | +7.3% | +11.7% | -4.4% | -2.5% |
| 1Y | +11.2% | +17.5% | -6.3% | -3.5% |
| 3Y | +89.7% | +76.6% | +13.2% | +14.1% |
| 5Y | +130.3% | +82.0% | +48.2% | +33.9% |
| All | +130.3% | +79.8% | +50.5% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling