+29.7%
SRE vs MAGS
+126.1%
-96.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.7% | -1.8% | +1.1% | -0.5% |
| 30D | -1.7% | +1.1% | -2.8% | -1.9% |
| 3M | -7.1% | +7.7% | -14.8% | -8.1% |
| 6M | -8.4% | +11.7% | -20.1% | -10.1% |
| YTD | -3.5% | +4.9% | -8.4% | -4.3% |
| 1Y | +5.4% | +14.3% | -9.0% | +2.8% |
| All | +29.7% | +126.1% | -96.4% | +19.5% |
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