+21.8%
SNPS vs MAGS
+185.9%
-164.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | 0.0% |
| 7D | -0.2% | -2.0% | +1.8% | +1.6% |
| 30D | -8.0% | -6.9% | -1.2% | -2.2% |
| 3M | +12.5% | +0.7% | +11.8% | +12.1% |
| 6M | -10.5% | -0.8% | -9.7% | -10.1% |
| YTD | -1.6% | +4.4% | -6.1% | -5.3% |
| 1Y | +16.8% | +3.9% | +12.9% | +12.8% |
| 3Y | -10.9% | +122.7% | -133.6% | -53.2% |
| All | +21.8% | +185.9% | -164.1% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling