+190.0%
MAGS vs SIMO
+185.8%
+4.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +1.5% |
| 7D | +1.3% | -8.2% | +9.5% | +2.2% |
| 30D | -6.3% | -34.6% | +28.3% | -1.5% |
| 3M | -0.1% | -32.6% | +32.6% | +3.7% |
| 6M | -0.8% | -31.8% | +31.1% | +0.7% |
| YTD | +4.7% | +87.6% | -82.9% | -16.6% |
| 1Y | +6.8% | +86.7% | -79.9% | -15.0% |
| 3Y | +128.9% | +227.4% | -98.5% | +56.3% |
| All | +190.0% | +185.8% | +4.2% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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