+6.3%
MAGS vs SFM
-35.8%
+42.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +2.3% |
| 7D | -1.4% | -12.3% | +10.9% | -1.5% |
| 30D | -4.4% | -16.2% | +11.8% | -4.6% |
| 3M | +1.9% | -36.8% | +38.7% | +0.8% |
| 6M | +4.9% | -32.6% | +37.5% | +4.3% |
| YTD | +6.5% | -31.7% | +38.3% | +7.1% |
| 1Y | +6.3% | -35.0% | +41.3% | +7.0% |
| All | +6.3% | -35.8% | +42.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling