+1,784.6%
BE vs MAGS
+128.8%
+1,655.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.5% | +10.2% | +10.2% |
| 7D | +29.8% | +1.2% | +28.5% | +28.1% |
| 30D | +26.4% | -0.1% | +26.5% | +26.3% |
| 3M | +9.3% | +3.8% | +5.5% | +5.3% |
| 6M | +105.1% | +13.2% | +91.8% | +82.7% |
| YTD | +219.0% | +4.7% | +214.3% | +207.2% |
| 1Y | +418.8% | +14.4% | +404.4% | +376.1% |
| 3Y | +1,784.6% | +128.6% | +1,656.0% | +989.5% |
| All | +1,784.6% | +128.8% | +1,655.8% | +989.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling