+183.5%
MAGS vs SIMO
+169.6%
+13.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.1% | +0.5% |
| 7D | -1.4% | -22.0% | +20.6% | +1.7% |
| 30D | -8.4% | -43.0% | +34.7% | -1.8% |
| 3M | -1.5% | -39.1% | +37.6% | +3.6% |
| 6M | -1.4% | -33.3% | +31.9% | +0.2% |
| YTD | +2.4% | +77.0% | -74.6% | -17.8% |
| 1Y | +3.5% | +73.0% | -69.5% | -16.6% |
| 3Y | +125.3% | +215.7% | -90.4% | +54.8% |
| All | +183.5% | +169.6% | +13.9% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling