+189.2%
MAGS vs SFM
+46.0%
+143.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.2% |
| 7D | -2.0% | -7.1% | +5.1% | -1.4% |
| 30D | -6.9% | -21.4% | +14.5% | -5.3% |
| 3M | +0.7% | -40.1% | +40.8% | +4.8% |
| 6M | -0.8% | -38.0% | +37.2% | +2.7% |
| YTD | +4.4% | -36.5% | +41.0% | +7.6% |
| 1Y | +3.9% | -35.2% | +39.1% | +6.6% |
| 3Y | +122.7% | +23.5% | +99.3% | +134.2% |
| All | +189.2% | +46.0% | +143.2% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling