+22.6%
MAGY vs SPY
+42.2%
-19.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.7% |
| 7D | -0.7% | -2.0% | +1.3% | +1.3% |
| 30D | +1.7% | -1.7% | +3.4% | +3.5% |
| 3M | +4.0% | +4.7% | -0.7% | -0.6% |
| 6M | +0.4% | +12.5% | -12.1% | -10.4% |
| YTD | -3.3% | +11.7% | -15.0% | -13.1% |
| 1Y | +1.0% | +17.5% | -16.5% | -13.2% |
| All | +22.6% | +42.2% | -19.6% | -10.2% |
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