+293.4%
ARM vs MAGS
+122.9%
+170.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.5% | +11.6% | +11.3% |
| 7D | +6.0% | -2.0% | +8.0% | +10.1% |
| 30D | -20.3% | -6.9% | -13.4% | -10.5% |
| 3M | -24.4% | +0.7% | -25.0% | -23.7% |
| 6M | -4.4% | -0.8% | -3.6% | -1.0% |
| YTD | +86.0% | +4.4% | +81.6% | +78.8% |
| 1Y | +35.8% | +3.9% | +31.9% | +31.5% |
| All | +293.4% | +122.9% | +170.6% | +25.0% |
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