+300.5%
SPOT vs MAGS
+190.0%
+110.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.2% |
| 7D | -3.1% | +0.6% | -3.7% | -3.4% |
| 30D | +7.4% | +3.2% | +4.2% | +5.6% |
| 3M | +8.2% | +7.7% | +0.5% | +3.7% |
| 6M | +2.2% | +12.5% | -10.2% | -4.9% |
| YTD | -9.5% | +6.0% | -15.4% | -12.9% |
| 1Y | -23.8% | +14.4% | -38.2% | -30.1% |
| 3Y | +233.5% | +127.5% | +105.9% | +100.6% |
| All | +300.5% | +190.0% | +110.4% | +142.7% |
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 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