+127.0%
MAGS vs SN
+447.8%
-320.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +0.6% | -7.3% | +7.9% | +2.2% |
| 30D | +3.2% | -13.6% | +16.8% | +6.3% |
| 3M | +7.7% | +18.6% | -10.9% | +3.2% |
| 6M | +12.5% | +46.0% | -33.5% | +2.2% |
| YTD | +6.0% | +43.7% | -37.7% | -3.6% |
| 1Y | +14.4% | +39.2% | -24.8% | +4.4% |
| 3Y | +127.5% | +306.5% | -178.9% | +82.3% |
| All | +127.0% | +447.8% | -320.9% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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