+193.4%
MAGS vs SPXS
-83.8%
+277.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | -0.2% |
| 7D | +0.6% | +2.5% | -1.8% | +2.0% |
| 30D | +3.2% | +4.2% | -1.0% | +5.6% |
| 3M | +7.7% | -9.3% | +17.0% | +3.8% |
| 6M | +12.5% | -30.7% | +43.1% | -3.7% |
| YTD | +6.0% | -28.1% | +34.0% | -6.7% |
| 1Y | +14.4% | -35.1% | +49.4% | -3.1% |
| 3Y | +127.5% | -79.6% | +207.1% | +29.1% |
| All | +193.4% | -83.8% | +277.2% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling