+50.7%
SPGI vs MAGS
+184.5%
-133.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | +16.1% | -7.1% | +23.2% | +18.5% |
| 3M | +15.5% | -0.7% | +16.2% | +15.4% |
| 6M | +19.6% | -1.5% | +21.2% | +19.7% |
| YTD | -3.6% | +3.9% | -7.5% | -5.3% |
| 1Y | +2.2% | +3.1% | -0.9% | +0.6% |
| 3Y | +30.1% | +121.6% | -91.5% | -5.3% |
| All | +50.7% | +184.5% | -133.8% | -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