+180.2%
AG vs MAGS
+188.2%
-8.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.2% |
| 7D | +1.0% | +0.5% | +0.5% | +0.7% |
| 30D | +19.2% | +1.5% | +17.7% | +18.3% |
| 3M | +6.2% | +0.5% | +5.7% | +6.2% |
| 6M | -26.7% | +11.6% | -38.3% | -30.2% |
| YTD | +26.1% | +5.3% | +20.8% | +23.4% |
| 1Y | +131.7% | +14.9% | +116.8% | +119.0% |
| 3Y | +255.3% | +128.9% | +126.5% | +172.7% |
| All | +180.2% | +188.2% | -8.0% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling