+39.1%
SO vs MAGS
+187.7%
-148.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | 0.0% | +0.8% | -0.8% | +0.1% |
| 30D | -2.5% | +0.4% | -2.9% | -2.4% |
| 3M | -4.2% | +5.6% | -9.7% | -3.4% |
| 6M | -7.7% | +12.3% | -20.0% | -6.3% |
| YTD | +3.8% | +5.1% | -1.3% | +4.7% |
| 1Y | +0.1% | +14.0% | -13.9% | +1.7% |
| 3Y | +44.2% | +129.4% | -85.2% | +51.0% |
| All | +39.1% | +187.7% | -148.6% | +44.0% |
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