+23.3%
SMR vs MAGS
+187.7%
-164.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.8% |
| 7D | +13.1% | +0.8% | +12.3% | +11.7% |
| 30D | +17.8% | +0.4% | +17.4% | +17.2% |
| 3M | +8.1% | +5.6% | +2.5% | +0.6% |
| 6M | -11.1% | +12.3% | -23.4% | -22.0% |
| YTD | -23.7% | +5.1% | -28.8% | -26.9% |
| 1Y | -69.4% | +14.0% | -83.4% | -72.8% |
| 3Y | +82.6% | +129.4% | -46.8% | +9.7% |
| All | +23.3% | +187.7% | -164.4% | -34.5% |
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