+143.1%
ALL vs MAGS
+184.5%
-41.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +2.9% |
| 7D | -0.1% | -0.3% | +0.1% | -0.1% |
| 30D | +13.8% | -7.1% | +20.9% | +13.7% |
| 3M | -2.8% | -0.7% | -2.1% | -2.8% |
| 6M | +23.7% | -1.5% | +25.2% | +23.7% |
| YTD | +27.3% | +3.9% | +23.3% | +27.1% |
| 1Y | +30.5% | +3.1% | +27.5% | +30.4% |
| 3Y | +113.0% | +121.6% | -8.6% | +110.2% |
| All | +143.1% | +184.5% | -41.4% | +138.3% |
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