+125.7%
MAGS vs SPYG
+98.4%
+27.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.8% |
| 7D | +0.8% | +0.3% | +0.5% | +0.4% |
| 30D | +0.4% | -1.7% | +2.1% | +2.5% |
| 3M | +5.6% | +3.6% | +1.9% | +0.8% |
| 6M | +12.3% | +16.6% | -4.3% | -7.9% |
| YTD | +5.1% | +13.4% | -8.3% | -10.7% |
| 1Y | +14.0% | +19.6% | -5.6% | -9.6% |
| All | +125.7% | +98.4% | +27.2% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling