+56.7%
SCHD vs MAGS
+187.7%
-130.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.6% | +0.8% | -3.4% | -2.8% |
| 30D | -0.3% | +0.4% | -0.7% | -0.4% |
| 3M | +6.1% | +5.6% | +0.5% | +5.0% |
| 6M | +11.7% | +12.3% | -0.6% | +9.2% |
| YTD | +26.3% | +5.1% | +21.2% | +24.9% |
| 1Y | +28.8% | +14.0% | +14.8% | +25.0% |
| 3Y | +55.0% | +129.4% | -74.3% | +28.4% |
| All | +56.7% | +187.7% | -130.9% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling