+3.9%
MAGS vs SIMO
+80.9%
-77.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +2.0% |
| 7D | +1.3% | -8.2% | +9.5% | +1.7% |
| 30D | -6.3% | -34.6% | +28.3% | -4.6% |
| 3M | -0.1% | -32.6% | +32.6% | +1.4% |
| 6M | -0.8% | -31.8% | +31.1% | -0.1% |
| YTD | +4.7% | +87.6% | -82.9% | -5.7% |
| All | +3.9% | +80.9% | -77.0% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling