+98.3%
SAP vs MAGS
+186.7%
-88.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.6% |
| 7D | +1.6% | +1.3% | +0.3% | +0.9% |
| 30D | +10.5% | -6.3% | +16.9% | +13.7% |
| 3M | +15.2% | -0.1% | +15.2% | +14.7% |
| 6M | +36.7% | -0.8% | +37.4% | +36.2% |
| YTD | -0.6% | +4.7% | -5.3% | -3.6% |
| 1Y | -4.1% | +6.8% | -10.9% | -8.0% |
| 3Y | +73.2% | +128.9% | -55.7% | +7.9% |
| All | +98.3% | +186.7% | -88.4% | +14.2% |
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