+95.5%
SAP vs MAGS
+185.8%
-90.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.9% | +3.0% | -6.9% | -5.2% |
| 30D | +6.5% | -7.3% | +13.8% | +10.2% |
| 3M | +14.7% | +1.7% | +13.0% | +13.2% |
| 6M | +39.9% | -0.4% | +40.3% | +39.2% |
| YTD | -2.0% | +4.4% | -6.4% | -4.8% |
| 1Y | -6.0% | +5.1% | -11.1% | -9.1% |
| 3Y | +67.7% | +122.6% | -54.9% | +6.0% |
| All | +95.5% | +185.8% | -90.3% | +12.8% |
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