+142.0%
MYRG vs SPY
+78.7%
+63.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.3% |
| 7D | +12.9% | +3.3% | +9.6% | +7.7% |
| 30D | -9.9% | -2.7% | -7.2% | -6.0% |
| 3M | -16.3% | -1.7% | -14.6% | -13.9% |
| 6M | -38.8% | +3.1% | -41.9% | -41.3% |
| YTD | +27.4% | +11.9% | +15.5% | +8.7% |
| 1Y | +20.4% | +12.0% | +8.5% | +2.9% |
| All | +142.0% | +78.7% | +63.3% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling