+191.0%
MAGS vs SBAC
-23.6%
+214.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.3% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | +0.4% | +3.9% | -3.4% | +0.5% |
| 3M | +5.6% | -8.2% | +13.8% | +5.4% |
| 6M | +12.3% | -2.8% | +15.1% | +12.3% |
| YTD | +5.1% | -1.5% | +6.6% | +5.1% |
| 1Y | +14.0% | 0.0% | +13.9% | +14.1% |
| 3Y | +129.4% | -8.4% | +137.8% | +127.3% |
| All | +191.0% | -23.6% | +214.6% | +207.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling