+360.5%
BE vs MAGS
+15.9%
+344.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.4% | +8.8% | +10.1% |
| 7D | +20.0% | +0.5% | +19.4% | +18.6% |
| 30D | +7.9% | +1.5% | +6.4% | +4.2% |
| 3M | -13.2% | +0.5% | -13.7% | -13.8% |
| 6M | +53.5% | +11.6% | +41.9% | +20.1% |
| YTD | +191.0% | +5.3% | +185.7% | +163.3% |
| 1Y | +360.5% | +14.9% | +345.6% | +279.1% |
| All | +360.5% | +15.9% | +344.6% | +279.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling