-9.8%
SE vs MAGS
+185.9%
-195.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.0% |
| 7D | -7.7% | -2.0% | -5.8% | -6.3% |
| 30D | -22.8% | -6.9% | -16.0% | -18.8% |
| 3M | -43.7% | +0.7% | -44.4% | -44.1% |
| 6M | -12.8% | -0.8% | -12.0% | -12.7% |
| YTD | -42.0% | +4.4% | -46.4% | -44.1% |
| 1Y | -48.0% | +3.9% | -51.9% | -49.7% |
| 3Y | +62.7% | +122.7% | -60.0% | -9.6% |
| All | -9.8% | +185.9% | -195.7% | -57.5% |
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 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