+189.2%
MAGS vs SWK
+70.4%
+118.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -2.0% | -2.3% | +0.3% | -1.4% |
| 30D | -6.9% | +30.4% | -37.3% | -12.8% |
| 3M | +0.7% | +12.1% | -11.5% | -2.3% |
| 6M | -0.8% | +49.1% | -49.9% | -10.6% |
| YTD | +4.4% | +60.4% | -56.0% | -8.5% |
| 1Y | +3.9% | +78.3% | -74.4% | -11.7% |
| 3Y | +122.7% | +53.3% | +69.4% | +85.6% |
| All | +189.2% | +70.4% | +118.9% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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