+0.2%
AAL vs MAGS
+13.0%
-12.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | -0.9% | -1.8% | +0.8% | +0.5% |
| 30D | -16.0% | +1.1% | -17.0% | -16.7% |
| 3M | -4.2% | +7.7% | -12.0% | -9.7% |
| 6M | +15.7% | +11.7% | +4.0% | +4.9% |
| YTD | -16.2% | +4.9% | -21.1% | -21.7% |
| 1Y | +0.2% | +14.3% | -14.1% | -8.8% |
| All | +0.2% | +13.0% | -12.8% | -8.8% |
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 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