+679.9%
MYRG vs SPY
+311.8%
+368.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +1.3% |
| 7D | +6.4% | -0.9% | +7.3% | +7.8% |
| 30D | -10.4% | -2.4% | -8.0% | -7.6% |
| 3M | -14.9% | -1.2% | -13.8% | -13.5% |
| 6M | -38.8% | +3.3% | -42.1% | -40.8% |
| YTD | +28.5% | +12.3% | +16.2% | +12.7% |
| 1Y | +20.2% | +12.4% | +7.7% | +5.6% |
| 3Y | +143.3% | +78.8% | +64.5% | +26.7% |
| 5Y | +152.7% | +75.2% | +77.5% | +33.8% |
| 10Y | +679.9% | +311.1% | +368.8% | +30.2% |
| All | +679.9% | +311.8% | +368.1% | +30.2% |
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 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