-94.7%
MAGN vs SPY
+307.0%
-401.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.1% |
| 7D | +2.4% | +2.6% | -0.2% | -0.8% |
| 30D | +19.4% | -2.0% | +21.3% | +22.5% |
| 3M | +3.9% | -2.8% | +6.6% | +7.8% |
| 6M | +20.7% | +2.1% | +18.6% | +17.1% |
| YTD | -16.5% | +11.5% | -28.0% | -27.3% |
| 1Y | +39.2% | +13.5% | +25.7% | +18.4% |
| 3Y | -29.0% | +77.7% | -106.7% | -64.6% |
| 5Y | -94.4% | +72.6% | -167.0% | -97.1% |
| All | -94.7% | +307.0% | -401.7% | -98.9% |
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