+20.3%
SRE vs MAGS
+187.1%
-166.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.9% |
| 6M | -8.4% | +11.7% | -20.1% | -9.9% |
| YTD | -3.5% | +4.9% | -8.4% | -4.3% |
| 1Y | +5.4% | +14.3% | -9.0% | +3.1% |
| 3Y | +29.5% | +128.9% | -99.4% | +22.0% |
| All | +20.3% | +187.1% | -166.8% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling