-63.1%
MAGN vs SPY
+76.5%
-139.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -1.9% |
| 7D | -7.7% | -0.4% | -7.3% | -7.2% |
| 30D | -11.4% | -1.4% | -10.0% | -9.4% |
| 3M | -0.8% | +3.7% | -4.5% | -7.0% |
| 6M | +0.6% | +13.0% | -12.4% | -18.1% |
| YTD | -23.3% | +12.4% | -35.7% | -37.0% |
| 1Y | -0.8% | +18.5% | -19.3% | -25.6% |
| All | -63.1% | +76.5% | -139.6% | -87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling