+163.0%
MYRG vs SPY
+82.0%
+80.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 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% | -37.8% |
| 6M | +4.4% | +13.0% | -8.7% | -8.8% |
| YTD | +31.2% | +13.5% | +17.6% | +14.1% |
| 1Y | +55.3% | +20.0% | +35.4% | +27.7% |
| 3Y | +101.2% | +77.2% | +24.0% | +14.7% |
| All | +163.0% | +82.0% | +80.9% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling