+191.0%
MAGS vs SGI
+89.5%
+101.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +0.4% | +5.5% | -5.1% | -1.0% |
| 3M | +5.6% | -3.6% | +9.2% | +6.0% |
| 6M | +12.3% | -15.0% | +27.3% | +15.6% |
| YTD | +5.1% | -23.0% | +28.1% | +10.3% |
| 1Y | +14.0% | -18.4% | +32.4% | +17.4% |
| 3Y | +129.4% | +57.8% | +71.6% | +100.2% |
| All | +191.0% | +89.5% | +101.5% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling