+47.3%
SO vs MAGS
+186.7%
-139.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.6% |
| 7D | -1.1% | +1.3% | -2.4% | -0.9% |
| 30D | +8.6% | -6.3% | +14.9% | +7.8% |
| 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% | +10.9% |
| 1Y | +5.7% | +6.8% | -1.1% | +6.8% |
| 3Y | +52.5% | +128.9% | -76.4% | +59.9% |
| All | +47.3% | +186.7% | -139.4% | +52.6% |
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