+48.7%
SHW vs MAGS
+186.6%
-137.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -1.2% | +1.2% | -2.4% | -1.5% |
| 30D | -11.6% | -0.1% | -11.5% | -11.6% |
| 3M | +9.1% | +3.8% | +5.3% | +7.8% |
| 6M | -0.7% | +13.2% | -13.9% | -4.4% |
| YTD | +1.4% | +4.7% | -3.4% | -0.4% |
| 1Y | -12.3% | +14.4% | -26.7% | -16.2% |
| 3Y | +23.4% | +128.6% | -105.2% | -9.2% |
| All | +48.7% | +186.6% | -137.9% | +2.9% |
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