+141.7%
ALL vs MAGS
+188.2%
-46.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.3% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | -1.5% | +1.5% | -3.0% | -1.5% |
| 3M | +23.6% | +0.5% | +23.2% | +23.7% |
| 6M | +22.3% | +11.6% | +10.8% | +22.0% |
| YTD | +26.5% | +5.3% | +21.2% | +26.4% |
| 1Y | +27.0% | +14.9% | +12.1% | +26.1% |
| 3Y | +149.6% | +128.9% | +20.7% | +145.7% |
| All | +141.7% | +188.2% | -46.5% | +137.0% |
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