+188.2%
MAGS vs SFM
+50.3%
+137.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +1.7% | +6.0% | -4.4% | +1.2% |
| 30D | -5.8% | -19.5% | +13.7% | -4.3% |
| 3M | +0.2% | -37.0% | +37.3% | +3.9% |
| 6M | -2.7% | -41.0% | +38.4% | +1.4% |
| YTD | +4.1% | -34.6% | +38.7% | +6.9% |
| 1Y | +7.5% | -36.3% | +43.8% | +10.8% |
| 3Y | +122.0% | +24.5% | +97.5% | +133.1% |
| All | +188.2% | +50.3% | +137.9% | +199.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling