+20.0%
SNPS vs MAGS
+184.9%
-165.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +1.1% | +1.7% | -0.6% | -0.3% |
| 30D | -5.2% | -5.8% | +0.6% | -0.1% |
| 3M | +10.6% | +0.2% | +10.3% | +10.7% |
| 6M | -10.6% | -2.7% | -8.0% | -8.7% |
| YTD | -3.1% | +4.1% | -7.2% | -6.5% |
| 1Y | +15.6% | +7.5% | +8.0% | +8.5% |
| 3Y | -12.9% | +122.0% | -135.0% | -54.1% |
| All | +20.0% | +184.9% | -165.0% | -45.4% |
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