+107.2%
APA vs MAGS
+5.9%
+101.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.2% | -9.1% | -5.4% |
| 7D | -13.0% | -1.4% | -11.6% | -13.5% |
| 30D | +2.0% | -4.4% | +6.4% | -0.5% |
| 3M | +24.9% | +1.9% | +23.0% | +27.1% |
| 6M | +7.2% | +4.9% | +2.2% | +12.3% |
| YTD | +87.1% | +6.5% | +80.5% | +108.3% |
| 1Y | +107.2% | +6.3% | +100.9% | +132.1% |
| All | +107.2% | +5.9% | +101.3% | +132.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling