+46.2%
SHW vs MAGS
+187.7%
-141.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.8% |
| 7D | -3.2% | +0.8% | -4.0% | -3.5% |
| 30D | -11.4% | +0.4% | -11.8% | -11.5% |
| 3M | +3.5% | +5.6% | -2.1% | +1.8% |
| 6M | -3.4% | +12.3% | -15.7% | -6.8% |
| YTD | -0.3% | +5.1% | -5.4% | -2.2% |
| 1Y | -10.4% | +14.0% | -24.4% | -14.4% |
| 3Y | +21.3% | +129.4% | -108.1% | -10.8% |
| All | +46.2% | +187.7% | -141.4% | +1.0% |
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