-5.7%
AMT vs MAGS
+186.6%
-192.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | -0.1% |
| 7D | -0.2% | +1.2% | -1.4% | -0.1% |
| 30D | +1.8% | -0.1% | +2.0% | +1.8% |
| 3M | -6.2% | +3.8% | -10.0% | -5.8% |
| 6M | -5.0% | +13.2% | -18.2% | -3.8% |
| YTD | +2.1% | +4.7% | -2.7% | +2.6% |
| 1Y | -5.7% | +14.4% | -20.1% | -4.5% |
| 3Y | +7.9% | +128.6% | -120.6% | +4.3% |
| All | -5.7% | +186.6% | -192.4% | -17.0% |
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 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