+191.5%
MAGS vs SWK
+42.2%
+149.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | +0.5% | -0.4% | +1.0% | +0.6% |
| 30D | +1.5% | -5.7% | +7.2% | +2.9% |
| 3M | +0.5% | +24.1% | -23.6% | -5.1% |
| 6M | +11.6% | +24.7% | -13.1% | +4.8% |
| YTD | +5.3% | +33.9% | -28.7% | -3.4% |
| 1Y | +14.9% | +34.7% | -19.8% | +4.7% |
| 3Y | +128.9% | +15.3% | +113.6% | +102.1% |
| All | +191.5% | +42.2% | +149.3% | +147.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling