+92.3%
SPY vs MAGS
+184.9%
-92.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +2.6% | +1.7% | +0.9% | +1.8% |
| 30D | -2.0% | -5.8% | +3.8% | +0.9% |
| 3M | -2.8% | +0.2% | -3.0% | -3.0% |
| 6M | +2.1% | -2.7% | +4.8% | +3.2% |
| YTD | +11.5% | +4.1% | +7.4% | +8.7% |
| 1Y | +13.5% | +7.5% | +5.9% | +8.8% |
| 3Y | +77.7% | +122.0% | -44.3% | +19.8% |
| All | +92.3% | +184.9% | -92.6% | +15.7% |
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