+190.0%
MAGS vs SMTC
+647.0%
-457.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.5% | -2.1% |
| 7D | +1.2% | +22.9% | -21.7% | -2.2% |
| 30D | -0.1% | +16.6% | -16.7% | -3.3% |
| 3M | +3.8% | +2.4% | +1.4% | +1.5% |
| 6M | +13.2% | +98.3% | -85.0% | -3.1% |
| YTD | +4.7% | +120.7% | -116.0% | -12.6% |
| 1Y | +14.4% | +168.3% | -153.9% | -8.5% |
| 3Y | +128.6% | +571.7% | -443.2% | +47.0% |
| All | +190.0% | +647.0% | -457.0% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling