+52.5%
SO vs MAGS
+126.1%
-73.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.7% |
| 7D | -1.1% | +1.3% | -2.4% | -0.9% |
| 30D | +8.6% | -6.3% | +14.9% | +7.7% |
| 3M | +1.8% | -0.1% | +1.9% | +1.8% |
| 6M | +3.6% | -0.8% | +4.4% | +3.8% |
| YTD | +9.9% | +4.7% | +5.2% | +11.0% |
| 1Y | +5.7% | +6.8% | -1.1% | +7.0% |
| 3Y | +52.5% | +128.9% | -76.4% | +63.5% |
| All | +52.5% | +126.1% | -73.6% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling