+77.2%
SPYM vs MGY
+25.2%
+52.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | +3.5% | -4.3% | -1.3% |
| 30D | -1.1% | +5.3% | -6.3% | -1.9% |
| 3M | +3.9% | +2.6% | +1.2% | +3.3% |
| 6M | +13.6% | -3.3% | +16.9% | +13.4% |
| YTD | +12.7% | +29.2% | -16.5% | +5.2% |
| 1Y | +17.6% | +18.0% | -0.4% | +11.8% |
| 3Y | +77.2% | +30.0% | +47.2% | +61.7% |
| All | +77.2% | +25.2% | +52.1% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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