+191.5%
MAGS vs SM
+32.5%
+159.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +1.5% | +26.3% | -24.8% | -1.0% |
| 3M | +0.5% | +8.7% | -8.2% | -0.6% |
| 6M | +11.6% | +51.7% | -40.1% | +4.1% |
| YTD | +5.3% | +99.0% | -93.8% | -6.6% |
| 1Y | +14.9% | +34.6% | -19.7% | +9.1% |
| 3Y | +128.9% | -7.8% | +136.6% | +117.0% |
| All | +191.5% | +32.5% | +159.0% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling