+268.6%
ARM vs MAGS
+122.1%
+146.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.2% |
| 7D | +9.1% | +1.7% | +7.4% | +6.7% |
| 30D | -19.9% | -5.8% | -14.2% | -11.7% |
| 3M | -31.6% | +0.2% | -31.9% | -30.5% |
| 6M | -13.9% | -2.7% | -11.2% | -8.5% |
| YTD | +74.3% | +4.1% | +70.2% | +68.4% |
| 1Y | +35.8% | +7.5% | +28.3% | +25.1% |
| 3Y | +268.6% | +122.0% | +146.6% | +17.7% |
| All | +268.6% | +122.1% | +146.5% | +17.7% |
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 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