+187.8%
MAGS vs SM
+7.3%
+180.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -0.3% | -19.5% | +19.2% | +1.4% |
| 30D | -7.1% | -20.2% | +13.1% | -5.6% |
| 3M | -0.7% | -6.5% | +5.8% | -0.9% |
| 6M | -1.5% | +1.6% | -3.1% | -3.2% |
| YTD | +3.9% | +61.2% | -57.3% | -6.6% |
| 1Y | +3.1% | +65.4% | -62.3% | -8.0% |
| 3Y | +121.6% | -13.0% | +134.7% | +112.6% |
| All | +187.8% | +7.3% | +180.5% | +176.5% |
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