+59.8%
SAP vs MAGS
+133.5%
-73.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.2% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | +9.0% | +1.5% | +7.5% | +8.3% |
| 3M | +14.9% | +0.5% | +14.5% | +14.5% |
| 6M | +11.9% | +11.6% | +0.3% | +5.7% |
| YTD | -9.9% | +5.3% | -15.2% | -12.4% |
| 1Y | -19.5% | +14.9% | -34.4% | -25.2% |
| All | +59.8% | +133.5% | -73.8% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling