+193.4%
MAGS vs SIRI
-18.6%
+212.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +0.6% | +0.6% | +0.1% | +0.6% |
| 30D | +3.2% | +2.5% | +0.7% | +3.0% |
| 3M | +7.7% | +6.6% | +1.1% | +7.0% |
| 6M | +12.5% | +32.9% | -20.4% | +9.6% |
| YTD | +6.0% | +50.5% | -44.5% | +2.1% |
| 1Y | +14.4% | +28.0% | -13.6% | +11.6% |
| 3Y | +127.5% | -22.4% | +149.9% | +122.4% |
| All | +193.4% | -18.6% | +212.0% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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