+8.5%
AAL vs MAGS
+4.3%
+4.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.5% |
| 7D | +3.4% | -2.0% | +5.4% | +5.4% |
| 30D | +11.7% | -6.9% | +18.6% | +18.9% |
| 3M | -7.8% | +0.7% | -8.4% | -8.7% |
| 6M | +10.2% | -0.8% | +11.0% | +11.1% |
| YTD | -8.0% | +4.4% | -12.5% | -14.8% |
| 1Y | +8.5% | +3.9% | +4.6% | +1.0% |
| All | +8.5% | +4.3% | +4.2% | +1.0% |
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