+176.5%
SPMO vs MAGS
+186.6%
-10.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +3.4% | +1.2% | +2.2% | +2.6% |
| 30D | +0.5% | -0.1% | +0.6% | +0.5% |
| 3M | +1.9% | +3.8% | -1.9% | -0.7% |
| 6M | +27.8% | +13.2% | +14.6% | +18.2% |
| YTD | +26.7% | +4.7% | +21.9% | +22.6% |
| 1Y | +28.9% | +14.4% | +14.5% | +18.4% |
| 3Y | +160.7% | +128.6% | +32.1% | +72.9% |
| All | +176.5% | +186.6% | -10.1% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling