-9.1%
SWKS vs MAGS
+184.9%
-194.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +9.4% | +1.7% | +7.8% | +8.3% |
| 30D | +17.0% | -5.8% | +22.7% | +21.3% |
| 3M | +28.9% | +0.2% | +28.7% | +27.8% |
| 6M | +33.1% | -2.7% | +35.8% | +34.5% |
| YTD | +44.8% | +4.1% | +40.7% | +38.7% |
| 1Y | +36.2% | +7.5% | +28.7% | +27.3% |
| 3Y | +11.5% | +122.0% | -110.6% | -36.3% |
| All | -9.1% | +184.9% | -194.0% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling