+103.9%
ADI vs MAGS
+187.7%
-83.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.3% |
| 7D | +2.6% | +0.8% | +1.8% | +2.0% |
| 30D | -4.6% | +0.4% | -5.0% | -5.0% |
| 3M | -9.5% | +5.6% | -15.1% | -13.2% |
| 6M | +14.8% | +12.3% | +2.5% | +5.2% |
| YTD | +35.8% | +5.1% | +30.7% | +30.1% |
| 1Y | +48.9% | +14.0% | +35.0% | +34.4% |
| 3Y | +115.6% | +129.4% | -13.8% | +26.7% |
| All | +103.9% | +187.7% | -83.8% | +14.3% |
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