+190.4%
MAGS vs SPYG
+120.5%
+69.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.9% |
| 7D | -1.8% | -1.8% | 0.0% | +0.5% |
| 30D | +1.1% | -1.9% | +3.0% | +3.5% |
| 3M | +7.7% | +5.2% | +2.6% | +0.9% |
| 6M | +11.7% | +15.6% | -3.8% | -7.4% |
| YTD | +4.9% | +12.4% | -7.5% | -10.0% |
| 1Y | +14.3% | +17.5% | -3.1% | -7.3% |
| 3Y | +128.9% | +98.1% | +30.8% | -8.5% |
| All | +190.4% | +120.5% | +69.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling