-29.0%
MAGN vs SPY
+78.1%
-107.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.0% |
| 7D | +2.4% | +2.6% | -0.2% | -1.6% |
| 30D | +19.4% | -2.0% | +21.3% | +23.2% |
| 3M | +3.9% | -2.8% | +6.6% | +8.7% |
| 6M | +20.7% | +2.1% | +18.6% | +15.7% |
| YTD | -16.5% | +11.5% | -28.0% | -31.0% |
| 1Y | +39.2% | +13.5% | +25.7% | +11.5% |
| 3Y | -29.0% | +77.7% | -106.7% | -85.8% |
| All | -29.0% | +78.1% | -107.1% | -85.8% |
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