+4.4%
MTGP vs SPY
+165.4%
-161.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.8% | +2.6% | -4.4% | -1.9% |
| 30D | +0.8% | -2.0% | +2.8% | +0.8% |
| 3M | -1.9% | -2.8% | +0.9% | -1.9% |
| 6M | -1.7% | +2.1% | -3.9% | -1.8% |
| YTD | -1.4% | +11.5% | -12.9% | -1.5% |
| 1Y | -0.8% | +13.5% | -14.2% | -0.9% |
| 3Y | +15.7% | +77.7% | -62.0% | +15.4% |
| 5Y | 0.0% | +72.6% | -72.6% | -0.3% |
| All | +4.4% | +165.4% | -161.0% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling