+6.3%
MAGS vs SPXS
-30.2%
+36.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | -0.1% |
| 7D | -1.4% | +2.2% | -3.5% | -0.2% |
| 30D | -4.4% | +3.8% | -8.1% | -2.2% |
| 3M | +1.9% | +3.3% | -1.4% | +4.5% |
| 6M | +4.9% | -16.7% | +21.6% | -1.2% |
| YTD | +6.5% | -28.5% | +35.1% | -5.0% |
| 1Y | +6.3% | -30.4% | +36.8% | -5.9% |
| All | +6.3% | -30.2% | +36.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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