+191.0%
MAGS vs SIRI
-20.3%
+211.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | +0.8% | -3.9% | +4.7% | +1.1% |
| 30D | +0.4% | -0.8% | +1.2% | +0.4% |
| 3M | +5.6% | +4.3% | +1.3% | +5.1% |
| 6M | +12.3% | +34.1% | -21.7% | +9.4% |
| YTD | +5.1% | +47.3% | -42.2% | +1.4% |
| 1Y | +14.0% | +22.9% | -9.0% | +11.6% |
| 3Y | +129.4% | -24.6% | +153.9% | +124.6% |
| All | +191.0% | -20.3% | +211.3% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling