+189.1%
MAGS vs SMTC
+448.6%
-259.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.6% |
| 7D | +3.0% | +30.5% | -27.5% | -1.3% |
| 30D | -7.3% | -30.9% | +23.5% | -3.0% |
| 3M | +1.7% | -14.7% | +16.4% | +1.7% |
| 6M | -0.4% | -9.6% | +9.2% | -3.3% |
| YTD | +4.4% | +62.1% | -57.7% | -10.1% |
| 1Y | +5.1% | +66.6% | -61.5% | -10.2% |
| 3Y | +122.6% | +718.1% | -595.5% | +39.8% |
| All | +189.1% | +448.6% | -259.6% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling