+3.3%
SNPS vs MAGS
+186.6%
-183.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | 0.0% |
| 7D | -5.5% | +1.2% | -6.7% | -6.5% |
| 30D | -5.8% | -0.1% | -5.7% | -5.6% |
| 3M | -17.2% | +3.8% | -21.0% | -20.0% |
| 6M | -10.4% | +13.2% | -23.6% | -19.8% |
| YTD | -16.5% | +4.7% | -21.3% | -20.0% |
| 1Y | -35.6% | +14.4% | -50.0% | -42.4% |
| 3Y | -14.6% | +128.6% | -143.2% | -56.0% |
| All | +3.3% | +186.6% | -183.3% | -53.3% |
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