+93.3%
SPYM vs MAGS
+187.1%
-93.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.0% | -1.8% | -0.2% | -1.1% |
| 30D | -1.6% | +1.1% | -2.7% | -2.2% |
| 3M | +4.7% | +7.7% | -3.0% | +0.8% |
| 6M | +12.6% | +11.7% | +0.9% | +6.2% |
| YTD | +11.8% | +4.9% | +6.9% | +8.7% |
| 1Y | +17.5% | +14.3% | +3.2% | +9.4% |
| 3Y | +77.0% | +128.9% | -52.0% | +18.5% |
| All | +93.3% | +187.1% | -93.8% | +17.1% |
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