+190.0%
MAGS vs SM
+37.3%
+152.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.2% | -0.9% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -0.1% | +31.5% | -31.6% | -2.9% |
| 3M | +3.8% | +17.3% | -13.5% | +1.8% |
| 6M | +13.2% | +48.5% | -35.3% | +6.3% |
| YTD | +4.7% | +106.3% | -101.5% | -7.4% |
| 1Y | +14.4% | +47.3% | -32.9% | +7.1% |
| 3Y | +128.6% | -1.4% | +130.0% | +115.7% |
| All | +190.0% | +37.3% | +152.7% | +174.0% |
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