+137.2%
ALL vs MAGS
+180.2%
-43.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.5% |
| 7D | -1.9% | -1.4% | -0.6% | -2.0% |
| 30D | +13.8% | -8.4% | +22.1% | +13.7% |
| 3M | -7.0% | -1.5% | -5.5% | -7.0% |
| 6M | +18.0% | -1.4% | +19.4% | +18.0% |
| YTD | +24.2% | +2.4% | +21.8% | +24.0% |
| 1Y | +31.2% | +3.5% | +27.7% | +30.9% |
| 3Y | +107.5% | +125.3% | -17.7% | +104.9% |
| All | +137.2% | +180.2% | -43.0% | +132.5% |
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