+125.2%
MAGS vs SSNC
+46.7%
+78.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -1.8% | -6.7% | +5.0% | +0.7% |
| 30D | +1.1% | -0.8% | +1.9% | +1.3% |
| 3M | +7.7% | +16.1% | -8.3% | +1.6% |
| 6M | +11.7% | +7.9% | +3.8% | +8.3% |
| YTD | +4.9% | -8.7% | +13.6% | +9.3% |
| 1Y | +14.3% | -9.5% | +23.8% | +19.6% |
| All | +125.2% | +46.7% | +78.5% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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