+27.6%
APA vs MAGS
+187.7%
-160.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | +0.3% | +0.8% | -0.5% | +0.1% |
| 30D | +9.3% | +0.4% | +8.9% | +9.2% |
| 3M | +23.3% | +5.6% | +17.8% | +21.2% |
| 6M | +39.5% | +12.3% | +27.2% | +33.5% |
| YTD | +87.6% | +5.1% | +82.5% | +84.0% |
| 1Y | +114.2% | +14.0% | +100.3% | +101.9% |
| 3Y | +13.6% | +129.4% | -115.8% | -8.2% |
| All | +27.6% | +187.7% | -160.1% | -8.5% |
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