+128.6%
MAGS vs SFM
+96.9%
+31.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.1% |
| 7D | +1.2% | -5.8% | +7.0% | +1.8% |
| 30D | -0.1% | -11.4% | +11.3% | +1.0% |
| 3M | +3.8% | -12.2% | +16.0% | +4.9% |
| 6M | +13.2% | -5.2% | +18.4% | +13.2% |
| YTD | +4.7% | -4.5% | +9.2% | +4.5% |
| 1Y | +14.4% | -45.4% | +59.8% | +23.8% |
| 3Y | +128.6% | +91.1% | +37.5% | +134.9% |
| All | +128.6% | +96.9% | +31.7% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling