+127.5%
MAGS vs SITM
+452.7%
-325.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.1% |
| 7D | +0.6% | +3.9% | -3.2% | 0.0% |
| 30D | +3.2% | -6.6% | +9.8% | +4.0% |
| 3M | +7.7% | -11.9% | +19.5% | +8.1% |
| 6M | +12.5% | +81.1% | -68.7% | -3.3% |
| YTD | +6.0% | +80.0% | -74.0% | -9.9% |
| 1Y | +14.4% | +145.8% | -131.5% | -10.6% |
| 3Y | +127.5% | +475.9% | -348.4% | +41.7% |
| All | +127.5% | +452.7% | -325.1% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling