+309.8%
BE vs MAGS
+15.0%
+294.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +4.7% |
| 7D | +9.0% | +0.6% | +8.4% | +7.7% |
| 30D | +16.3% | +3.2% | +13.1% | +9.0% |
| 3M | +10.8% | +7.7% | +3.1% | -6.2% |
| 6M | +73.2% | +12.5% | +60.7% | +31.9% |
| YTD | +217.4% | +6.0% | +211.4% | +183.5% |
| 1Y | +309.8% | +14.4% | +295.4% | +233.7% |
| All | +309.8% | +15.0% | +294.8% | +233.7% |
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