+20.3%
ARM vs MAGS
+4.9%
+15.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.3% | +4.4% | +3.2% |
| 7D | -5.3% | +1.3% | -6.7% | -6.6% |
| 30D | -30.0% | -6.3% | -23.7% | -22.1% |
| 3M | -34.1% | -0.1% | -34.0% | -32.4% |
| 6M | -12.6% | -0.8% | -11.9% | -8.8% |
| YTD | +70.4% | +4.7% | +65.7% | +57.4% |
| All | +20.3% | +4.9% | +15.4% | +12.7% |
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