+283.1%
SMCI vs MAGS
+190.0%
+93.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +5.8% |
| 7D | +1.3% | +0.6% | +0.6% | +0.4% |
| 30D | +6.6% | +3.2% | +3.4% | +1.7% |
| 3M | +25.4% | +7.7% | +17.8% | +9.7% |
| 6M | +26.1% | +12.5% | +13.7% | +7.7% |
| YTD | +37.0% | +6.0% | +31.0% | +27.6% |
| 1Y | -8.8% | +14.4% | -23.1% | -23.7% |
| 3Y | +44.6% | +127.5% | -82.9% | -59.3% |
| All | +283.1% | +190.0% | +93.0% | -9.8% |
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 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