+54.9%
SCHD vs MAGS
+128.4%
-73.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -0.4% | +3.2% | -3.6% | -0.9% |
| 3M | +5.7% | +7.7% | -1.9% | +4.3% |
| 6M | +11.9% | +12.5% | -0.6% | +9.3% |
| YTD | +26.4% | +6.0% | +20.5% | +24.9% |
| 1Y | +27.6% | +14.4% | +13.2% | +23.9% |
| 3Y | +54.9% | +127.5% | -72.6% | +28.1% |
| All | +54.9% | +128.4% | -73.4% | +28.1% |
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