+190.4%
MAGS vs SBAC
-25.7%
+216.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.2% |
| 7D | -1.8% | -5.3% | +3.5% | -1.9% |
| 30D | +1.1% | +0.4% | +0.7% | +1.1% |
| 3M | +7.7% | -11.9% | +19.6% | +7.4% |
| 6M | +11.7% | -4.5% | +16.2% | +11.7% |
| YTD | +4.9% | -4.3% | +9.2% | +4.9% |
| 1Y | +14.3% | -3.9% | +18.2% | +14.4% |
| 3Y | +128.9% | -11.0% | +139.9% | +126.8% |
| All | +190.4% | -25.7% | +216.2% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SBAC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling