+183.5%
MAGS vs SWK
+69.2%
+114.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.4% | +11.0% | -12.4% | -3.9% |
| 30D | -8.4% | +30.1% | -38.4% | -14.1% |
| 3M | -1.5% | +14.7% | -16.2% | -5.0% |
| 6M | -1.4% | +44.5% | -45.9% | -10.4% |
| YTD | +2.4% | +59.4% | -57.0% | -10.1% |
| 1Y | +3.5% | +77.5% | -74.0% | -11.9% |
| 3Y | +125.3% | +49.5% | +75.8% | +88.8% |
| All | +183.5% | +69.2% | +114.3% | +130.6% |
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