+189.1%
MAGS vs SPY
+92.7%
+96.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.5% |
| 7D | +3.0% | +3.3% | -0.3% | -1.9% |
| 30D | -7.3% | -2.7% | -4.6% | -3.5% |
| 3M | +1.7% | -1.7% | +3.4% | +4.5% |
| 6M | -0.4% | +3.1% | -3.5% | -4.6% |
| YTD | +4.4% | +11.9% | -7.5% | -11.4% |
| 1Y | +5.1% | +12.0% | -6.9% | -11.0% |
| 3Y | +122.6% | +78.2% | +44.4% | -2.8% |
| All | +189.1% | +92.7% | +96.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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