+187.8%
MAGS vs SAN
+284.0%
-96.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -0.3% | +10.8% | -11.0% | -3.5% |
| 30D | -7.1% | -5.7% | -1.3% | -5.5% |
| 3M | -0.7% | -13.4% | +12.7% | +3.5% |
| 6M | -1.5% | +3.5% | -5.1% | -3.0% |
| YTD | +3.9% | +9.7% | -5.8% | -0.2% |
| 1Y | +3.1% | +20.9% | -17.8% | -3.9% |
| 3Y | +121.6% | +254.3% | -132.7% | +54.1% |
| All | +187.8% | +284.0% | -96.2% | +97.3% |
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