+14.0%
MAGS vs SN
+47.1%
-33.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.8% |
| 7D | +0.8% | -3.4% | +4.2% | +1.3% |
| 30D | +0.4% | -9.1% | +9.5% | +1.7% |
| 3M | +5.6% | +31.8% | -26.2% | +0.7% |
| 6M | +12.3% | +52.0% | -39.7% | +3.6% |
| YTD | +5.1% | +51.3% | -46.2% | -2.7% |
| 1Y | +14.0% | +46.9% | -32.9% | +3.1% |
| All | +14.0% | +47.1% | -33.2% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling