+14.0%
MAGS vs SM
+46.0%
-32.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +0.4% | +20.3% | -19.9% | +2.4% |
| 3M | +5.6% | +22.9% | -17.3% | +8.4% |
| 6M | +12.3% | +47.8% | -35.5% | +16.5% |
| YTD | +5.1% | +107.5% | -102.4% | +9.6% |
| 1Y | +14.0% | +51.7% | -37.8% | +19.0% |
| All | +14.0% | +46.0% | -32.1% | +19.0% |
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