+42.9%
APA vs MAGS
+122.9%
-80.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +5.1% | -2.0% | +7.0% | +5.6% |
| 30D | +0.3% | -6.9% | +7.2% | +2.0% |
| 3M | +15.6% | +0.7% | +15.0% | +15.1% |
| 6M | +28.9% | -0.8% | +29.7% | +28.5% |
| YTD | +96.6% | +4.4% | +92.1% | +92.0% |
| 1Y | +95.5% | +3.9% | +91.6% | +91.2% |
| All | +42.9% | +122.9% | -80.0% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling