+228.9%
ARM vs MAGS
+125.8%
+103.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +3.2% |
| 7D | -15.2% | -1.4% | -13.8% | -13.1% |
| 30D | -40.7% | -8.4% | -32.3% | -31.9% |
| 3M | -39.1% | -1.5% | -37.6% | -36.6% |
| 6M | -26.4% | -1.4% | -25.1% | -23.4% |
| YTD | +59.7% | +2.4% | +57.4% | +57.8% |
| 1Y | +10.3% | +3.5% | +6.8% | +7.2% |
| 3Y | +228.9% | +125.3% | +103.6% | +3.8% |
| All | +228.9% | +125.8% | +103.1% | +3.8% |
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