+190.4%
MAGS vs SITM
+343.4%
-153.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -1.8% | +4.8% | -6.6% | -2.6% |
| 30D | +1.1% | -9.7% | +10.8% | +2.4% |
| 3M | +7.7% | -9.3% | +17.1% | +7.4% |
| 6M | +11.7% | +69.5% | -57.8% | -2.3% |
| YTD | +4.9% | +70.5% | -65.6% | -9.5% |
| 1Y | +14.3% | +145.3% | -130.9% | -10.0% |
| 3Y | +128.9% | +432.8% | -303.9% | +46.0% |
| All | +190.4% | +343.4% | -153.0% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling