+296.4%
ARM vs MAGS
+125.1%
+171.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +5.9% |
| 7D | +5.5% | +0.5% | +4.9% | +4.6% |
| 30D | -8.2% | +1.5% | -9.7% | -10.3% |
| 3M | -35.9% | +0.5% | -36.4% | -36.2% |
| 6M | +103.1% | +11.6% | +91.5% | +75.3% |
| YTD | +130.6% | +5.3% | +125.3% | +114.9% |
| 1Y | +86.1% | +14.9% | +71.2% | +53.2% |
| All | +296.4% | +125.1% | +171.4% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling