-8.1%
SE vs MAGS
+184.9%
-193.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | -0.5% | +1.7% | -2.2% | -1.7% |
| 30D | -20.9% | -5.8% | -15.2% | -17.5% |
| 3M | -38.9% | +0.2% | -39.1% | -39.1% |
| 6M | -19.4% | -2.7% | -16.8% | -18.1% |
| YTD | -40.9% | +4.1% | -45.0% | -42.9% |
| 1Y | -46.2% | +7.5% | -53.7% | -49.1% |
| 3Y | +63.7% | +122.0% | -58.3% | -8.8% |
| All | -8.1% | +184.9% | -193.1% | -56.6% |
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