+190.0%
MAGS vs SITM
+341.0%
-151.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +1.2% | +8.4% | -7.1% | -0.1% |
| 30D | -0.1% | -17.4% | +17.3% | +2.6% |
| 3M | +3.8% | -9.8% | +13.7% | +3.7% |
| 6M | +13.2% | +83.0% | -69.7% | -2.4% |
| YTD | +4.7% | +69.6% | -64.9% | -9.6% |
| 1Y | +14.4% | +144.9% | -130.5% | -9.9% |
| 3Y | +128.6% | +429.9% | -301.3% | +45.9% |
| All | +190.0% | +341.0% | -151.0% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling