-85.4%
MAGN vs SPY
+3,091.8%
-3,177.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -7.4% | +0.1% | -7.4% | -7.5% |
| 3M | +9.4% | +2.0% | +7.4% | +6.8% |
| 6M | +2.4% | +13.0% | -10.6% | -9.9% |
| YTD | -17.2% | +13.5% | -30.7% | -27.4% |
| 1Y | +5.0% | +20.0% | -14.9% | -13.1% |
| 3Y | -51.3% | +77.2% | -128.5% | -72.2% |
| 5Y | -93.6% | +81.9% | -175.5% | -96.4% |
| 10Y | -94.7% | +314.1% | -408.8% | -98.6% |
| All | -85.4% | +3,091.8% | -3,177.2% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling