+191.5%
MAGS vs SGI
+94.0%
+97.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +0.5% | +8.5% | -8.0% | -1.5% |
| 30D | +1.5% | +0.7% | +0.8% | +1.2% |
| 3M | +0.5% | +0.6% | -0.1% | -0.2% |
| 6M | +11.6% | -17.9% | +29.5% | +15.8% |
| YTD | +5.3% | -21.2% | +26.5% | +9.9% |
| 1Y | +14.9% | -18.9% | +33.7% | +18.6% |
| 3Y | +128.9% | +52.6% | +76.3% | +99.6% |
| All | +191.5% | +94.0% | +97.5% | +152.0% |
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 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