+130.8%
MYRG vs SPY
+67.4%
+63.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.3% | +6.2% |
| 7D | -7.0% | -2.7% | -4.3% | -4.0% |
| 30D | -16.0% | -5.4% | -10.6% | -10.3% |
| 3M | -20.6% | -4.1% | -16.5% | -16.5% |
| 6M | -42.2% | +0.7% | -42.9% | -42.4% |
| YTD | +20.3% | +8.7% | +11.7% | +10.4% |
| 1Y | +12.7% | +10.9% | +1.8% | +1.3% |
| 3Y | +127.5% | +75.0% | +52.5% | +33.5% |
| All | +130.8% | +67.4% | +63.5% | +43.5% |
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