+190.4%
MAGS vs SPG
+122.0%
+68.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.8% | -2.2% | +0.4% | -1.1% |
| 30D | +1.1% | -5.8% | +6.8% | +3.0% |
| 3M | +7.7% | -2.8% | +10.5% | +8.3% |
| 6M | +11.7% | +8.9% | +2.8% | +7.5% |
| YTD | +4.9% | +14.3% | -9.4% | -1.1% |
| 1Y | +14.3% | +19.5% | -5.1% | +5.8% |
| 3Y | +128.9% | +106.9% | +22.1% | +86.4% |
| All | +190.4% | +122.0% | +68.5% | +138.5% |
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