0.0%
BA vs MAGS
+188.2%
-188.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.5% |
| 7D | +1.2% | +0.5% | +0.6% | +0.9% |
| 30D | -11.6% | +1.5% | -13.1% | -12.3% |
| 3M | -2.4% | +0.5% | -2.8% | -2.8% |
| 6M | -6.6% | +11.6% | -18.2% | -11.6% |
| YTD | -2.2% | +5.3% | -7.5% | -5.1% |
| 1Y | -8.0% | +14.9% | -22.9% | -14.4% |
| 3Y | -5.0% | +128.9% | -133.9% | -30.8% |
| All | 0.0% | +188.2% | -188.2% | -32.8% |
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 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