+667.4%
MYRG vs SPY
+308.5%
+359.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +12.9% | +3.3% | +9.6% | +8.7% |
| 30D | -9.9% | -2.7% | -7.2% | -6.7% |
| 3M | -16.3% | -1.7% | -14.6% | -14.3% |
| 6M | -38.8% | +3.1% | -41.9% | -40.8% |
| YTD | +27.4% | +11.9% | +15.5% | +12.3% |
| 1Y | +20.4% | +12.0% | +8.5% | +6.4% |
| 3Y | +141.4% | +78.2% | +63.2% | +26.3% |
| 5Y | +144.0% | +73.2% | +70.8% | +31.0% |
| All | +667.4% | +308.5% | +359.0% | +29.5% |
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