+202.9%
B vs MAGS
+133.5%
+69.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.8% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +9.4% | +1.5% | +7.9% | +9.0% |
| 3M | +5.0% | +0.5% | +4.5% | +4.8% |
| 6M | -3.5% | +11.6% | -15.1% | -6.2% |
| YTD | +4.5% | +5.3% | -0.8% | +2.7% |
| 1Y | +67.8% | +14.9% | +52.9% | +62.5% |
| All | +202.9% | +133.5% | +69.4% | +168.2% |
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