+3.8%
SNPS vs MAGS
+188.2%
-184.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.2% |
| 7D | -11.0% | +0.5% | -11.6% | -11.4% |
| 30D | -1.7% | +1.5% | -3.2% | -2.8% |
| 3M | -20.4% | +0.5% | -20.8% | -20.8% |
| 6M | -8.6% | +11.6% | -20.2% | -17.2% |
| YTD | -16.2% | +5.3% | -21.4% | -20.0% |
| 1Y | -34.6% | +14.9% | -49.5% | -41.7% |
| 3Y | -14.5% | +128.9% | -143.4% | -56.0% |
| All | +3.8% | +188.2% | -184.4% | -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 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