+33.1%
SPGI vs MAGS
+187.7%
-154.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.7% |
| 7D | -3.1% | +0.8% | -3.9% | -3.3% |
| 30D | +2.0% | +0.4% | +1.6% | +1.9% |
| 3M | +4.3% | +5.6% | -1.2% | +2.5% |
| 6M | -0.2% | +12.3% | -12.5% | -4.2% |
| YTD | -14.8% | +5.1% | -19.9% | -16.4% |
| 1Y | -18.5% | +14.0% | -32.5% | -22.5% |
| 3Y | +16.0% | +129.4% | -113.4% | -16.6% |
| All | +33.1% | +187.7% | -154.5% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded MAGS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling