-34.7%
ACN vs MAGS
+187.7%
-222.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -6.3% | +0.8% | -7.1% | -6.5% |
| 30D | -1.4% | +0.4% | -1.8% | -1.5% |
| 3M | +2.6% | +5.6% | -3.0% | +0.8% |
| 6M | -14.3% | +12.3% | -26.6% | -17.7% |
| YTD | -33.1% | +5.1% | -38.2% | -34.3% |
| 1Y | -28.8% | +14.0% | -42.8% | -32.1% |
| 3Y | -43.0% | +129.4% | -172.3% | -58.7% |
| All | -34.7% | +187.7% | -222.3% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling