+190.0%
MAGS vs SWK
+74.0%
+116.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.6% |
| 7D | +1.3% | +10.7% | -9.4% | -1.2% |
| 30D | -6.3% | +33.3% | -39.7% | -12.7% |
| 3M | -0.1% | +14.7% | -14.7% | -3.5% |
| 6M | -0.8% | +48.5% | -49.3% | -10.5% |
| YTD | +4.7% | +63.9% | -59.1% | -8.7% |
| 1Y | +6.8% | +80.4% | -73.6% | -9.4% |
| 3Y | +128.9% | +58.1% | +70.8% | +89.4% |
| All | +190.0% | +74.0% | +116.0% | +134.4% |
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