+122.0%
MAGS vs SN
+440.0%
-318.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.0% |
| 7D | +1.7% | +1.5% | +0.1% | +1.2% |
| 30D | -5.8% | +21.5% | -27.3% | -10.6% |
| 3M | +0.2% | +20.0% | -19.8% | -4.8% |
| 6M | -2.7% | +119.9% | -122.6% | -22.4% |
| YTD | +4.1% | +102.3% | -98.2% | -15.8% |
| 1Y | +7.5% | +148.0% | -140.5% | -18.4% |
| 3Y | +122.0% | +450.0% | -328.0% | +38.3% |
| All | +122.0% | +440.0% | -318.0% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling