+190.0%
MAGS vs SPXS
-83.9%
+273.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | +0.3% |
| 7D | +1.2% | -1.5% | +2.8% | +0.5% |
| 30D | -0.1% | +3.7% | -3.8% | +2.0% |
| 3M | +3.8% | -9.6% | +13.4% | 0.0% |
| 6M | +13.2% | -32.4% | +45.6% | -4.2% |
| YTD | +4.7% | -28.7% | +33.4% | -8.3% |
| 1Y | +14.4% | -38.1% | +52.5% | -5.5% |
| 3Y | +128.6% | -80.1% | +208.7% | +28.0% |
| All | +190.0% | -83.9% | +273.9% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling