-16.1%
BA vs MAGS
+122.8%
-138.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.6% | +3.0% | -3.6% | -2.1% |
| 30D | -8.0% | -7.3% | -0.7% | -4.6% |
| 3M | -25.8% | +1.7% | -27.5% | -26.7% |
| 6M | -27.6% | -0.4% | -27.2% | -27.7% |
| YTD | -21.0% | +4.4% | -25.4% | -23.3% |
| 1Y | -12.3% | +5.1% | -17.3% | -15.2% |
| All | -16.1% | +122.8% | -138.9% | -33.9% |
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