-11.4%
SWKS vs MAGS
+185.9%
-197.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.5% | +5.5% | +5.6% |
| 7D | +5.7% | -2.0% | +7.7% | +7.0% |
| 30D | +17.3% | -6.9% | +24.2% | +22.6% |
| 3M | +28.3% | +0.7% | +27.6% | +26.8% |
| 6M | +26.1% | -0.8% | +26.8% | +25.7% |
| YTD | +41.1% | +4.4% | +36.6% | +34.8% |
| 1Y | +31.4% | +3.9% | +27.5% | +26.0% |
| 3Y | +7.3% | +122.7% | -115.4% | -38.8% |
| All | -11.4% | +185.9% | -197.3% | -56.5% |
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