+193.4%
MAGS vs SEI
+778.1%
-584.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.5% |
| 7D | +0.6% | +22.6% | -21.9% | -1.7% |
| 30D | +3.2% | +9.1% | -5.9% | +1.9% |
| 3M | +7.7% | -11.3% | +19.0% | +8.0% |
| 6M | +12.5% | +22.0% | -9.6% | +8.1% |
| YTD | +6.0% | +47.3% | -41.3% | -1.0% |
| 1Y | +14.4% | +124.8% | -110.4% | +1.1% |
| 3Y | +127.5% | +591.3% | -463.7% | +80.1% |
| All | +193.4% | +778.1% | -584.7% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling