+36.6%
SE vs MAGS
+188.2%
-151.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | +0.1% |
| 7D | -6.1% | +0.5% | -6.6% | -6.5% |
| 30D | -2.5% | +1.5% | -3.9% | -3.6% |
| 3M | +21.7% | +0.5% | +21.3% | +21.2% |
| 6M | +27.0% | +11.6% | +15.4% | +17.0% |
| YTD | -12.1% | +5.3% | -17.4% | -15.7% |
| 1Y | -40.9% | +14.9% | -55.8% | -46.7% |
| 3Y | +191.0% | +128.9% | +62.1% | +58.3% |
| All | +36.6% | +188.2% | -151.5% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling