-23.8%
SWKS vs MAGS
+186.6%
-210.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.2% |
| 7D | +11.8% | +1.2% | +10.6% | +10.8% |
| 30D | +6.7% | -0.1% | +6.8% | +6.7% |
| 3M | 0.0% | +3.8% | -3.8% | -2.8% |
| 6M | +38.7% | +13.2% | +25.5% | +26.3% |
| YTD | +21.4% | +4.7% | +16.6% | +16.4% |
| 1Y | +2.9% | +14.4% | -11.5% | -7.4% |
| 3Y | -16.4% | +128.6% | -145.0% | -52.6% |
| All | -23.8% | +186.6% | -210.4% | -62.4% |
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