-95.1%
MAGN vs SPY
+318.9%
-414.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.3% |
| 7D | -6.8% | -2.0% | -4.8% | -4.3% |
| 30D | -7.2% | -1.7% | -5.6% | -5.2% |
| 3M | -3.7% | +4.7% | -8.4% | -9.6% |
| 6M | +0.9% | +12.5% | -11.6% | -13.4% |
| YTD | -23.6% | +11.7% | -35.4% | -33.8% |
| 1Y | +1.9% | +17.5% | -15.6% | -17.3% |
| 3Y | -59.6% | +76.6% | -136.1% | -79.8% |
| 5Y | -93.9% | +82.0% | -175.9% | -97.0% |
| All | -95.1% | +318.9% | -414.0% | -99.1% |
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