+20.3%
SRE vs MAGS
+188.2%
-167.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -0.3% | +0.5% | -0.9% | -0.4% |
| 30D | -0.7% | +1.5% | -2.2% | -0.9% |
| 3M | -6.3% | +0.5% | -6.8% | -6.4% |
| 6M | -10.7% | +11.6% | -22.2% | -12.1% |
| YTD | -3.5% | +5.3% | -8.7% | -4.2% |
| 1Y | +5.3% | +14.9% | -9.6% | +3.0% |
| 3Y | +31.8% | +128.9% | -97.1% | +24.1% |
| All | +20.3% | +188.2% | -167.9% | +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 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