+189.2%
MAGS vs SPG
+154.6%
+34.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.0% | +2.7% | -4.7% | -2.8% |
| 30D | -6.9% | +16.6% | -23.4% | -11.3% |
| 3M | +0.7% | +8.1% | -7.4% | -1.8% |
| 6M | -0.8% | +19.3% | -20.1% | -7.0% |
| YTD | +4.4% | +31.1% | -26.6% | -5.7% |
| 1Y | +3.9% | +32.8% | -28.9% | -6.7% |
| 3Y | +122.7% | +135.8% | -13.1% | +74.1% |
| All | +189.2% | +154.6% | +34.6% | +127.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling