+189.1%
MAGS vs SGI
+68.4%
+120.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +2.9% | +0.6% |
| 7D | +3.0% | -10.7% | +13.7% | +5.6% |
| 30D | -7.3% | -3.6% | -3.7% | -6.8% |
| 3M | +1.7% | -5.4% | +7.1% | +2.5% |
| 6M | -0.4% | -7.0% | +6.7% | +0.3% |
| YTD | +4.4% | -31.6% | +36.0% | +12.2% |
| 1Y | +5.1% | -33.5% | +38.6% | +13.7% |
| 3Y | +122.6% | +66.5% | +56.2% | +94.5% |
| All | +189.1% | +68.4% | +120.7% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling