+240.7%
SNDU vs MAGS
+12.2%
+228.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.2% | -7.4% | -7.2% |
| 7D | +16.8% | -1.8% | +18.6% | +20.4% |
| 30D | +64.3% | +1.1% | +63.2% | +58.0% |
| 3M | -36.7% | +7.7% | -44.4% | -45.7% |
| All | +240.7% | +12.2% | +228.5% | +158.6% |
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 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