+850.7%
APP vs MAGS
+122.8%
+727.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +10.6% | +3.0% | +7.5% | +6.5% |
| 30D | +44.6% | -7.3% | +51.9% | +58.5% |
| 3M | +29.6% | +1.7% | +27.9% | +24.4% |
| 6M | -19.8% | -0.4% | -19.4% | -20.7% |
| YTD | -41.6% | +4.4% | -46.0% | -45.2% |
| 1Y | -32.7% | +5.1% | -37.8% | -37.2% |
| All | +850.7% | +122.8% | +727.9% | +260.9% |
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