+101.7%
SMR vs MAGS
+122.1%
-20.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -2.9% |
| 7D | -8.3% | +1.7% | -9.9% | -10.3% |
| 30D | -20.1% | -5.8% | -14.3% | -12.2% |
| 3M | -52.7% | +0.2% | -52.9% | -52.4% |
| 6M | -61.0% | -2.7% | -58.4% | -58.8% |
| YTD | -67.1% | +4.1% | -71.2% | -67.9% |
| 1Y | -79.9% | +7.5% | -87.4% | -81.2% |
| 3Y | +101.7% | +122.0% | -20.3% | +31.8% |
| All | +101.7% | +122.1% | -20.4% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling