+38.7%
SO vs MAGS
+188.2%
-149.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.9% |
| 7D | -0.2% | +0.5% | -0.7% | -0.1% |
| 30D | -4.6% | +1.5% | -6.1% | -4.4% |
| 3M | -3.0% | +0.5% | -3.5% | -2.8% |
| 6M | -8.3% | +11.6% | -19.8% | -7.0% |
| YTD | +3.5% | +5.3% | -1.7% | +4.4% |
| 1Y | -0.9% | +14.9% | -15.8% | +0.8% |
| 3Y | +45.4% | +128.9% | -83.5% | +52.2% |
| All | +38.7% | +188.2% | -149.4% | +43.7% |
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