+188.2%
MAGS vs SIMO
+181.5%
+6.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.5% |
| 7D | +1.7% | +4.1% | -2.4% | +1.0% |
| 30D | -5.8% | -24.0% | +18.2% | -2.9% |
| 3M | +0.2% | -31.8% | +32.0% | +3.9% |
| 6M | -2.7% | -36.9% | +34.2% | 0.0% |
| YTD | +4.1% | +84.8% | -80.7% | -17.0% |
| 1Y | +7.5% | +99.0% | -91.5% | -16.0% |
| 3Y | +122.0% | +217.9% | -95.9% | +51.9% |
| All | +188.2% | +181.5% | +6.7% | +96.8% |
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