+191.5%
MAGS vs SIMO
+324.4%
-132.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -2.6% |
| 7D | +0.5% | +4.2% | -3.7% | -0.1% |
| 30D | +1.5% | +4.1% | -2.6% | +0.3% |
| 3M | +0.5% | -12.9% | +13.3% | +0.7% |
| 6M | +11.6% | +110.3% | -98.8% | -7.6% |
| YTD | +5.3% | +178.6% | -173.3% | -19.6% |
| 1Y | +14.9% | +220.0% | -205.1% | -15.8% |
| 3Y | +128.9% | +409.0% | -280.1% | +49.3% |
| All | +191.5% | +324.4% | -132.8% | +90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling