+190.0%
MAGS vs SEI
+733.0%
-543.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +16.3% | -16.8% | -2.3% |
| 7D | +1.2% | +28.8% | -27.6% | -1.7% |
| 30D | -0.1% | +10.4% | -10.5% | -1.5% |
| 3M | +3.8% | -11.4% | +15.2% | +4.1% |
| 6M | +13.2% | +31.2% | -17.9% | +7.9% |
| YTD | +4.7% | +39.7% | -35.0% | -1.5% |
| 1Y | +14.4% | +149.0% | -134.6% | -0.3% |
| 3Y | +128.6% | +560.2% | -431.6% | +81.9% |
| All | +190.0% | +733.0% | -543.1% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling