+137.3%
BAC vs MAGS
+186.6%
-49.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +1.2% | +1.2% | -0.1% | +0.7% |
| 30D | -0.7% | -0.1% | -0.6% | -0.7% |
| 3M | +16.9% | +3.8% | +13.1% | +15.2% |
| 6M | +29.6% | +13.2% | +16.3% | +23.4% |
| YTD | +15.3% | +4.7% | +10.5% | +12.7% |
| 1Y | +28.8% | +14.4% | +14.4% | +21.9% |
| 3Y | +136.4% | +128.6% | +7.8% | +86.8% |
| All | +137.3% | +186.6% | -49.3% | +71.3% |
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