+74.7%
SAP vs MAGS
+187.7%
-113.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | +0.3% | +0.4% | -0.1% | +0.1% |
| 3M | +16.9% | +5.6% | +11.3% | +13.7% |
| 6M | +6.3% | +12.3% | -6.0% | +0.1% |
| YTD | -12.4% | +5.1% | -17.5% | -14.8% |
| 1Y | -21.6% | +14.0% | -35.6% | -26.9% |
| 3Y | +54.8% | +129.4% | -74.6% | -3.2% |
| All | +74.7% | +187.7% | -113.0% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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