+53.0%
MAGS vs SARO
-22.5%
+75.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | +0.6% | -3.1% | +3.8% | +1.6% |
| 30D | +3.2% | -12.2% | +15.5% | +7.4% |
| 3M | +7.7% | -7.4% | +15.0% | +9.6% |
| 6M | +12.5% | -15.3% | +27.7% | +17.2% |
| YTD | +6.0% | -16.2% | +22.1% | +10.4% |
| 1Y | +14.4% | -12.1% | +26.5% | +16.4% |
| All | +53.0% | -22.5% | +75.4% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 3y: compounded portfolio wealth divided by compounded SARO 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…
3y analysis · Full analysis span regression · 6 months rolling