+190.4%
MAGS vs SGI
+83.6%
+106.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.5% |
| 7D | -1.8% | -4.9% | +3.1% | -0.6% |
| 30D | +1.1% | +1.6% | -0.5% | +0.6% |
| 3M | +7.7% | -3.2% | +10.9% | +8.0% |
| 6M | +11.7% | -16.0% | +27.7% | +15.2% |
| YTD | +4.9% | -25.4% | +30.3% | +10.9% |
| 1Y | +14.3% | -21.6% | +35.9% | +18.9% |
| 3Y | +128.9% | +52.9% | +76.1% | +101.2% |
| All | +190.4% | +83.6% | +106.8% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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