+187.8%
MAGS vs SPG
+154.3%
+33.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -0.3% | +5.6% | -5.9% | -1.9% |
| 30D | -7.1% | +17.6% | -24.7% | -11.8% |
| 3M | -0.7% | +7.5% | -8.2% | -3.0% |
| 6M | -1.5% | +18.5% | -20.1% | -7.5% |
| YTD | +3.9% | +30.9% | -27.0% | -6.2% |
| 1Y | +3.1% | +34.1% | -31.0% | -7.8% |
| 3Y | +121.6% | +135.5% | -13.9% | +73.3% |
| All | +187.8% | +154.3% | +33.5% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling