+90.5%
AA vs MAGS
+128.8%
-38.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.9% |
| 7D | +1.7% | +1.2% | +0.4% | +0.7% |
| 30D | +3.3% | -0.1% | +3.4% | +3.3% |
| 3M | -29.4% | +3.8% | -33.2% | -31.7% |
| 6M | -12.8% | +13.2% | -26.1% | -21.3% |
| YTD | -2.1% | +4.7% | -6.8% | -6.2% |
| 1Y | +62.8% | +14.4% | +48.4% | +46.1% |
| 3Y | +90.5% | +128.6% | -38.1% | +6.8% |
| All | +90.5% | +128.8% | -38.3% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling