+190.0%
MAGS vs SM
+5.8%
+184.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.1% | +2.5% |
| 7D | +1.3% | -22.3% | +23.6% | +3.3% |
| 30D | -6.3% | -21.4% | +15.0% | -4.7% |
| 3M | -0.1% | +1.4% | -1.4% | -1.2% |
| 6M | -0.8% | +0.1% | -0.9% | -2.4% |
| YTD | +4.7% | +59.0% | -54.2% | -5.7% |
| 1Y | +6.8% | +64.3% | -57.6% | -4.7% |
| 3Y | +128.9% | -13.1% | +142.1% | +119.8% |
| All | +190.0% | +5.8% | +184.3% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling