-37.8%
BAX vs MAGS
+186.6%
-224.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.2% | -3.6% |
| 7D | -2.4% | +1.2% | -3.7% | -2.7% |
| 30D | -9.7% | -0.1% | -9.6% | -9.7% |
| 3M | +29.3% | +3.8% | +25.4% | +28.0% |
| 6M | +40.7% | +13.2% | +27.4% | +36.3% |
| YTD | +30.3% | +4.7% | +25.6% | +28.1% |
| 1Y | +3.4% | +14.4% | -11.0% | +0.1% |
| 3Y | -32.0% | +128.6% | -160.6% | -42.1% |
| All | -37.8% | +186.6% | -224.5% | -52.1% |
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