+62.3%
SHW vs MAGS
+185.9%
-123.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -2.1% | -2.0% | -0.2% | -1.5% |
| 30D | +11.1% | -6.9% | +18.0% | +13.3% |
| 3M | -2.2% | +0.7% | -2.8% | -2.6% |
| 6M | +14.3% | -0.8% | +15.1% | +14.2% |
| YTD | +10.6% | +4.4% | +6.1% | +8.5% |
| 1Y | +4.1% | +3.9% | +0.2% | +2.2% |
| 3Y | +42.9% | +122.7% | -79.9% | +5.7% |
| All | +62.3% | +185.9% | -123.6% | +12.1% |
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