+302.7%
SPOT vs MAGS
+186.6%
+116.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -2.9% | +1.2% | -4.1% | -3.5% |
| 30D | +8.3% | -0.1% | +8.4% | +8.4% |
| 3M | +5.1% | +3.8% | +1.3% | +2.6% |
| 6M | -6.5% | +13.2% | -19.7% | -13.4% |
| YTD | -9.0% | +4.7% | -13.7% | -11.8% |
| 1Y | -26.4% | +14.4% | -40.8% | -32.5% |
| 3Y | +240.0% | +128.6% | +111.5% | +104.3% |
| All | +302.7% | +186.6% | +116.0% | +145.5% |
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 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