+33.7%
APA vs MAGS
+185.9%
-152.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +5.1% | -2.0% | +7.0% | +5.5% |
| 30D | +0.3% | -6.9% | +7.2% | +1.8% |
| 3M | +15.6% | +0.7% | +15.0% | +15.2% |
| 6M | +28.9% | -0.8% | +29.7% | +28.5% |
| YTD | +96.6% | +4.4% | +92.1% | +92.6% |
| 1Y | +95.5% | +3.9% | +91.6% | +91.7% |
| 3Y | +41.8% | +122.7% | -80.9% | +14.3% |
| All | +33.7% | +185.9% | -152.2% | -4.2% |
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