+190.4%
MAGS vs SMTC
+631.0%
-440.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.3% |
| 7D | -1.8% | +17.5% | -19.3% | -4.4% |
| 30D | +1.1% | +21.3% | -20.2% | -2.7% |
| 3M | +7.7% | +3.1% | +4.6% | +5.1% |
| 6M | +11.7% | +81.7% | -70.0% | -3.0% |
| YTD | +4.9% | +115.9% | -111.1% | -12.1% |
| 1Y | +14.3% | +157.8% | -143.5% | -8.0% |
| 3Y | +128.9% | +557.3% | -428.4% | +47.8% |
| All | +190.4% | +631.0% | -440.5% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling