+14.3%
MAGS vs SMTC
+153.7%
-139.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | -1.8% | +17.5% | -19.3% | -3.3% |
| 30D | +1.1% | +21.3% | -20.2% | -1.3% |
| 3M | +7.7% | +3.1% | +4.6% | +6.1% |
| 6M | +11.7% | +81.7% | -70.0% | -0.5% |
| YTD | +4.9% | +115.9% | -111.1% | -9.3% |
| 1Y | +14.3% | +157.8% | -143.5% | -2.3% |
| All | +14.3% | +153.7% | -139.4% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling