+177.6%
MTG vs SPY
+3,034.0%
-2,856.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.6% |
| 7D | -2.3% | +2.6% | -4.9% | -6.0% |
| 30D | +2.4% | -2.0% | +4.4% | +4.5% |
| 3M | -9.4% | -2.8% | -6.6% | -6.6% |
| 6M | +9.0% | +2.1% | +6.8% | +3.7% |
| YTD | -2.8% | +11.5% | -14.2% | -19.2% |
| 1Y | +0.8% | +13.5% | -12.7% | -18.5% |
| 3Y | +68.8% | +77.7% | -8.9% | -32.2% |
| 5Y | +105.1% | +72.6% | +32.5% | -16.8% |
| 10Y | +270.9% | +308.2% | -37.3% | -58.8% |
| All | +177.6% | +3,034.0% | -2,856.4% | -94.8% |
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 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