+14.9%
MAGS vs SPG
+21.3%
-6.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | +0.5% | -2.4% | +2.9% | +0.6% |
| 30D | +1.5% | -6.8% | +8.3% | +1.7% |
| 3M | +0.5% | +2.7% | -2.2% | -0.2% |
| 6M | +11.6% | +5.5% | +6.1% | +8.9% |
| YTD | +5.3% | +15.7% | -10.4% | +3.3% |
| 1Y | +14.9% | +20.9% | -6.0% | +12.2% |
| All | +14.9% | +21.3% | -6.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling