+214.2%
ARM vs MAGS
+123.2%
+91.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +19.8% | +3.0% | +16.8% | +15.1% |
| 30D | -21.8% | -7.3% | -14.5% | -11.6% |
| 3M | -26.5% | +1.7% | -28.2% | -26.8% |
| 6M | -3.9% | -0.4% | -3.5% | -1.2% |
| YTD | +82.8% | +4.4% | +78.4% | +76.0% |
| 1Y | +34.3% | +5.1% | +29.2% | +28.2% |
| 3Y | +282.2% | +122.6% | +159.6% | +33.9% |
| All | +214.2% | +123.2% | +91.0% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling