+11.5%
SYY vs MAGS
+186.6%
-175.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -2.8% | +1.2% | -4.0% | -2.8% |
| 30D | -5.3% | -0.1% | -5.2% | -5.3% |
| 3M | +5.1% | +3.8% | +1.3% | +4.9% |
| 6M | -5.0% | +13.2% | -18.2% | -5.8% |
| YTD | +10.7% | +4.7% | +6.0% | +10.1% |
| 1Y | +0.7% | +14.4% | -13.7% | -0.4% |
| 3Y | +24.0% | +128.6% | -104.5% | +15.8% |
| All | +11.5% | +186.6% | -175.1% | +0.3% |
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 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