+184.3%
SE vs MAGS
+126.5%
+57.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.3% |
| 7D | -3.6% | +0.8% | -4.4% | -4.3% |
| 30D | -5.3% | +0.4% | -5.7% | -5.7% |
| 3M | +28.1% | +5.6% | +22.5% | +22.9% |
| 6M | +20.7% | +12.3% | +8.3% | +10.6% |
| YTD | -14.8% | +5.1% | -19.9% | -18.1% |
| 1Y | -43.6% | +14.0% | -57.5% | -48.8% |
| All | +184.3% | +126.5% | +57.8% | +63.4% |
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