+378.5%
ASX vs MAGS
+180.2%
+198.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.0% | +5.4% | +5.5% |
| 7D | -19.9% | -1.4% | -18.5% | -18.2% |
| 30D | -30.9% | -8.4% | -22.5% | -24.4% |
| 3M | -15.1% | -1.5% | -13.6% | -12.5% |
| 6M | -6.5% | -1.4% | -5.1% | -3.4% |
| YTD | +98.4% | +2.4% | +96.1% | +98.7% |
| 1Y | +107.9% | +3.5% | +104.3% | +106.2% |
| 3Y | +325.3% | +125.3% | +200.0% | +141.1% |
| All | +378.5% | +180.2% | +198.3% | +163.8% |
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 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