+95.0%
SAP vs MAGS
+180.2%
-85.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.2% | -4.6% |
| 7D | -0.7% | -1.4% | +0.7% | -0.2% |
| 30D | +11.1% | -8.4% | +19.5% | +15.5% |
| 3M | +17.0% | -1.5% | +18.6% | +17.4% |
| 6M | +34.8% | -1.4% | +36.2% | +34.7% |
| YTD | -2.2% | +2.4% | -4.6% | -4.2% |
| 1Y | -6.4% | +3.5% | -10.0% | -8.9% |
| 3Y | +75.1% | +125.3% | -50.1% | +9.8% |
| All | +95.0% | +180.2% | -85.3% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling