+230.9%
SPOT vs MAGS
+126.1%
+104.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -6.9% | -1.8% | -5.1% | -6.0% |
| 30D | +4.1% | +1.1% | +3.1% | +3.6% |
| 3M | +3.7% | +7.7% | -4.0% | -0.7% |
| 6M | -1.6% | +11.7% | -13.3% | -8.2% |
| YTD | -10.2% | +4.9% | -15.0% | -13.1% |
| 1Y | -25.9% | +14.3% | -40.2% | -32.2% |
| All | +230.9% | +126.1% | +104.8% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling