+870.2%
MYRG vs SPY
+313.2%
+557.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -14.1% | +0.1% | -14.2% | -14.2% |
| 3M | -36.5% | +2.0% | -38.5% | -37.9% |
| 6M | +4.4% | +13.0% | -8.7% | -9.5% |
| YTD | +31.2% | +13.5% | +17.6% | +13.2% |
| 1Y | +55.3% | +20.0% | +35.4% | +26.1% |
| 3Y | +101.2% | +77.2% | +24.0% | +5.4% |
| 5Y | +161.0% | +81.9% | +79.2% | +31.3% |
| All | +870.2% | +313.2% | +557.0% | +64.2% |
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