+1.8%
AA vs MAGS
+3.4%
-1.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +5.3% | +3.0% | +2.3% | +3.4% |
| 30D | -2.3% | -7.3% | +5.1% | +2.3% |
| 3M | -20.8% | +1.7% | -22.5% | -21.5% |
| 6M | -39.8% | -0.4% | -39.4% | -39.0% |
| YTD | -23.3% | +4.4% | -27.7% | -24.1% |
| 1Y | +1.8% | +5.1% | -3.2% | 0.0% |
| All | +1.8% | +3.4% | -1.6% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling