+345.7%
SMH vs MAGS
+187.1%
+158.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.2% |
| 7D | +1.4% | -1.8% | +3.2% | +3.1% |
| 30D | -2.2% | +1.1% | -3.3% | -3.4% |
| 3M | -1.9% | +7.7% | -9.6% | -9.5% |
| 6M | +41.0% | +11.7% | +29.3% | +25.7% |
| YTD | +55.6% | +4.9% | +50.7% | +47.8% |
| 1Y | +86.8% | +14.3% | +72.5% | +63.1% |
| 3Y | +277.7% | +128.9% | +148.7% | +73.1% |
| All | +345.7% | +187.1% | +158.6% | +78.6% |
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