+193.4%
MAGS vs SPYG
+122.3%
+71.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | 0.0% |
| 7D | +0.6% | -0.9% | +1.5% | +1.8% |
| 30D | +3.2% | -1.5% | +4.7% | +5.2% |
| 3M | +7.7% | +3.7% | +3.9% | +2.7% |
| 6M | +12.5% | +16.4% | -4.0% | -7.7% |
| YTD | +6.0% | +13.3% | -7.4% | -10.0% |
| 1Y | +14.4% | +17.9% | -3.5% | -7.6% |
| 3Y | +127.5% | +98.3% | +29.2% | -9.1% |
| All | +193.4% | +122.3% | +71.1% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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