+0.8%
SPGI vs MAGS
+3.4%
-2.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -0.8% | +3.0% | -3.8% | -1.6% |
| 30D | +14.3% | -7.3% | +21.6% | +16.4% |
| 3M | +14.5% | +1.7% | +12.8% | +13.5% |
| 6M | +17.3% | -0.4% | +17.7% | +16.5% |
| YTD | -4.6% | +4.4% | -9.0% | -6.6% |
| 1Y | +0.8% | +5.1% | -4.3% | -1.1% |
| All | +0.8% | +3.4% | -2.7% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling