-8.3%
SO vs MAGS
+12.8%
-21.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -1.0% |
| 7D | -0.2% | +0.5% | -0.7% | -0.1% |
| 30D | -4.6% | +1.5% | -6.1% | -4.3% |
| 3M | -3.0% | +0.5% | -3.5% | -2.4% |
| 6M | -8.3% | +11.6% | -19.8% | -7.3% |
| All | -8.3% | +12.8% | -21.1% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling