+4.7%
MTGP vs SPY
+166.4%
-161.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.5% | +3.3% | -4.8% | -1.5% |
| 30D | +1.2% | -2.7% | +3.9% | +1.2% |
| 3M | -1.4% | -1.7% | +0.4% | -1.4% |
| 6M | -1.4% | +3.1% | -4.5% | -1.5% |
| YTD | -1.2% | +11.9% | -13.1% | -1.3% |
| 1Y | -0.7% | +12.0% | -12.7% | -0.8% |
| 3Y | +15.8% | +78.2% | -62.4% | +15.5% |
| 5Y | +0.3% | +73.2% | -72.9% | 0.0% |
| All | +4.7% | +166.4% | -161.6% | +5.2% |
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