+38.3%
SW vs MAGS
+186.7%
-148.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.7% |
| 7D | +1.8% | +1.3% | +0.5% | +1.3% |
| 30D | +7.0% | -6.3% | +13.4% | +9.6% |
| 3M | -7.6% | -0.1% | -7.6% | -7.9% |
| 6M | +8.5% | -0.8% | +9.3% | +8.5% |
| YTD | +17.7% | +4.7% | +12.9% | +14.7% |
| 1Y | +27.1% | +6.8% | +20.3% | +22.9% |
| 3Y | +48.2% | +128.9% | -80.7% | +18.6% |
| All | +38.3% | +186.7% | -148.5% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling