+50.7%
SPGI vs MAGS
+184.9%
-134.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.2% | +1.7% | -0.4% | +0.7% |
| 30D | +15.9% | -5.8% | +21.7% | +17.9% |
| 3M | +12.3% | +0.2% | +12.1% | +11.9% |
| 6M | +23.7% | -2.7% | +26.3% | +24.2% |
| YTD | -3.5% | +4.1% | -7.6% | -5.3% |
| 1Y | +0.4% | +7.5% | -7.1% | -2.5% |
| 3Y | +29.9% | +122.0% | -92.1% | -5.5% |
| All | +50.7% | +184.9% | -134.2% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling