+190.4%
MAGS vs SIMO
+339.3%
-148.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.4% |
| 7D | -1.8% | +12.5% | -14.3% | -3.5% |
| 30D | +1.1% | +18.4% | -17.3% | -1.8% |
| 3M | +7.7% | +5.6% | +2.1% | +4.6% |
| 6M | +11.7% | +116.9% | -105.2% | -7.9% |
| YTD | +4.9% | +188.4% | -183.5% | -20.3% |
| 1Y | +14.3% | +221.3% | -206.9% | -15.9% |
| 3Y | +128.9% | +438.6% | -309.6% | +48.4% |
| All | +190.4% | +339.3% | -148.9% | +89.0% |
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