+191.0%
MAGS vs SMTC
+653.1%
-462.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +0.8% | +22.5% | -21.7% | -2.5% |
| 30D | +0.4% | +24.9% | -24.5% | -3.8% |
| 3M | +5.6% | +4.1% | +1.5% | +2.9% |
| 6M | +12.3% | +92.6% | -80.2% | -3.4% |
| YTD | +5.1% | +122.5% | -117.4% | -12.4% |
| 1Y | +14.0% | +166.2% | -152.3% | -8.7% |
| 3Y | +129.4% | +577.2% | -447.8% | +47.4% |
| All | +191.0% | +653.1% | -462.0% | +84.9% |
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