+15.0%
SW vs MAGS
-0.8%
+15.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | +0.5% |
| 7D | +4.7% | -4.1% | +8.7% | +6.4% |
| 30D | +5.0% | -9.5% | +14.5% | +9.5% |
| 3M | -7.3% | -2.3% | -5.0% | -7.3% |
| 6M | +15.0% | -0.4% | +15.4% | +16.1% |
| All | +15.0% | -0.8% | +15.7% | +16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling