+171.1%
SPMO vs MAGS
+187.1%
-16.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.1% | -1.8% | +1.9% | +1.1% |
| 30D | -0.7% | +1.1% | -1.8% | -1.4% |
| 3M | +2.8% | +7.7% | -4.9% | -2.0% |
| 6M | +24.4% | +11.7% | +12.7% | +16.0% |
| YTD | +24.2% | +4.9% | +19.3% | +20.1% |
| 1Y | +24.5% | +14.3% | +10.2% | +14.3% |
| 3Y | +155.6% | +128.9% | +26.7% | +69.3% |
| All | +171.1% | +187.1% | -16.0% | +72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling