-4.1%
SYK vs MAGS
+187.1%
-191.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -12.3% | -1.8% | -10.6% | -12.0% |
| 30D | -22.4% | +1.1% | -23.5% | -22.6% |
| 3M | -12.3% | +7.7% | -20.1% | -13.9% |
| 6M | -24.3% | +11.7% | -36.0% | -26.5% |
| YTD | -22.8% | +4.9% | -27.6% | -23.9% |
| 1Y | -28.8% | +14.3% | -43.1% | -31.6% |
| 3Y | -4.0% | +128.9% | -132.9% | -24.8% |
| All | -4.1% | +187.1% | -191.2% | -27.5% |
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 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