+121.6%
MAGX vs SPY
+53.3%
+68.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | +0.6% |
| 7D | +3.1% | +2.6% | +0.5% | -4.3% |
| 30D | -12.2% | -2.0% | -10.2% | -6.4% |
| 3M | -2.5% | -2.8% | +0.3% | +7.0% |
| 6M | -10.9% | +2.1% | -13.0% | -14.2% |
| YTD | -3.0% | +11.5% | -14.5% | -26.5% |
| 1Y | +2.4% | +13.5% | -11.0% | -26.2% |
| All | +121.6% | +53.3% | +68.3% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling