+19.6%
SW vs MAGS
+128.5%
-108.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.9% |
| 7D | -5.1% | +0.5% | -5.6% | -5.3% |
| 30D | -4.6% | +1.5% | -6.1% | -5.2% |
| 3M | +9.4% | +0.5% | +8.9% | +9.0% |
| 6M | +3.5% | +11.6% | -8.1% | -1.4% |
| YTD | +22.0% | +5.3% | +16.8% | +18.8% |
| 1Y | +2.2% | +14.9% | -12.7% | -4.2% |
| All | +19.6% | +128.5% | -108.9% | -8.9% |
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 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