+7.5%
MAGS vs SM
+84.2%
-76.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.7% | +9.4% | -7.7% | +2.8% |
| 30D | -5.8% | -14.4% | +8.6% | -7.4% |
| 3M | +0.2% | +1.6% | -1.3% | +1.0% |
| 6M | -2.7% | +6.3% | -9.0% | -0.4% |
| YTD | +4.1% | +78.8% | -74.7% | +10.3% |
| 1Y | +7.5% | +83.1% | -75.6% | +13.9% |
| All | +7.5% | +84.2% | -76.7% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling