+191.0%
MAGS vs SM
+38.1%
+152.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +0.4% | +20.3% | -19.9% | -1.5% |
| 3M | +5.6% | +22.9% | -17.3% | +2.9% |
| 6M | +12.3% | +47.8% | -35.5% | +5.6% |
| YTD | +5.1% | +107.5% | -102.4% | -7.1% |
| 1Y | +14.0% | +51.7% | -37.8% | +6.1% |
| 3Y | +129.4% | -0.9% | +130.2% | +116.4% |
| All | +191.0% | +38.1% | +152.9% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling