+31.3%
SE vs MAGS
+187.1%
-155.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -4.8% | -1.8% | -3.0% | -3.5% |
| 30D | -18.1% | +1.1% | -19.2% | -18.8% |
| 3M | +30.6% | +7.7% | +22.9% | +23.4% |
| 6M | +20.8% | +11.7% | +9.1% | +11.2% |
| YTD | -15.6% | +4.9% | -20.5% | -18.8% |
| 1Y | -44.2% | +14.3% | -58.6% | -49.5% |
| 3Y | +181.5% | +128.9% | +52.6% | +53.3% |
| All | +31.3% | +187.1% | -155.8% | -38.2% |
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 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