+37.3%
BBY vs MAGS
+187.7%
-150.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | +1.2% | +0.8% | +0.4% | +0.8% |
| 30D | +6.8% | +0.4% | +6.4% | +6.6% |
| 3M | +18.7% | +5.6% | +13.2% | +15.9% |
| 6M | +37.3% | +12.3% | +25.0% | +30.1% |
| YTD | +35.3% | +5.1% | +30.2% | +31.9% |
| 1Y | +20.7% | +14.0% | +6.7% | +13.3% |
| 3Y | +39.4% | +129.4% | -89.9% | -0.1% |
| All | +37.3% | +187.7% | -150.3% | -13.8% |
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