+271.9%
SMCI vs MAGS
+187.7%
+84.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.8% |
| 7D | +5.2% | +0.8% | +4.4% | +3.8% |
| 30D | +23.7% | +0.4% | +23.3% | +22.5% |
| 3M | -4.2% | +5.6% | -9.8% | -12.6% |
| 6M | +21.7% | +12.3% | +9.4% | +4.1% |
| YTD | +33.0% | +5.1% | +27.9% | +25.3% |
| 1Y | -9.3% | +14.0% | -23.3% | -23.9% |
| 3Y | +38.7% | +129.4% | -90.7% | -61.5% |
| All | +271.9% | +187.7% | +84.2% | -11.4% |
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