-14.3%
ACN vs MAGS
+118.0%
-132.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +1.6% | -0.3% | +1.8% | +1.6% |
| 30D | +24.6% | -7.1% | +31.7% | +26.7% |
| 3M | +46.2% | -0.7% | +46.9% | +45.8% |
| 6M | +46.2% | -1.5% | +47.7% | +45.9% |
| YTD | -0.9% | +3.9% | -4.8% | -2.7% |
| 1Y | +8.8% | +3.1% | +5.7% | +7.0% |
| 3Y | -14.3% | +121.6% | -135.9% | -34.7% |
| All | -14.3% | +118.0% | -132.3% | -34.7% |
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