+190.0%
MAGS vs SAN
+348.7%
-158.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | +1.2% | +3.3% | -2.1% | +0.2% |
| 30D | -0.1% | +1.1% | -1.2% | -0.5% |
| 3M | +3.8% | +22.2% | -18.4% | -2.6% |
| 6M | +13.2% | +36.0% | -22.8% | +2.6% |
| YTD | +4.7% | +28.2% | -23.5% | -3.9% |
| 1Y | +14.4% | +54.1% | -39.7% | -0.8% |
| 3Y | +128.6% | +354.2% | -225.7% | +48.2% |
| All | +190.0% | +348.7% | -158.8% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 5y: compounded portfolio wealth divided by compounded SAN 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…
5y analysis · Full analysis span regression · 6 months rolling