-25.2%
SWKS vs MAGS
+188.2%
-213.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.5% |
| 7D | +12.5% | +0.5% | +12.0% | +12.0% |
| 30D | +10.5% | +1.5% | +9.0% | +9.3% |
| 3M | -7.4% | +0.5% | -7.9% | -7.8% |
| 6M | +32.7% | +11.6% | +21.1% | +22.1% |
| YTD | +19.2% | +5.3% | +13.9% | +13.9% |
| 1Y | +2.4% | +14.9% | -12.5% | -8.2% |
| 3Y | -25.6% | +128.9% | -154.5% | -57.9% |
| All | -25.2% | +188.2% | -213.4% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling