+125.7%
MAGS vs SPXU
-79.8%
+205.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +1.1% |
| 7D | +0.8% | +1.3% | -0.4% | +1.5% |
| 30D | +0.4% | +5.1% | -4.7% | +3.2% |
| 3M | +5.6% | -9.1% | +14.7% | +1.9% |
| 6M | +12.3% | -29.6% | +41.9% | -3.2% |
| YTD | +5.1% | -27.7% | +32.8% | -7.4% |
| 1Y | +14.0% | -37.0% | +50.9% | -5.2% |
| All | +125.7% | -79.8% | +205.5% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling