-5.0%
SE vs MAGS
+186.7%
-191.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.3% |
| 7D | +3.3% | +1.3% | +2.0% | +2.4% |
| 30D | -18.2% | -6.3% | -11.8% | -14.2% |
| 3M | -31.3% | -0.1% | -31.2% | -31.4% |
| 6M | -10.1% | -0.8% | -9.4% | -10.0% |
| YTD | -38.9% | +4.7% | -43.6% | -41.2% |
| 1Y | -48.0% | +6.8% | -54.8% | -50.6% |
| 3Y | +78.8% | +128.9% | -50.1% | -2.7% |
| All | -5.0% | +186.7% | -191.7% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling