+966.2%
BE vs MAGS
+185.8%
+780.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +20.5% | +3.0% | +17.5% | +17.3% |
| 30D | -23.4% | -7.3% | -16.0% | -15.9% |
| 3M | -14.9% | +1.7% | -16.6% | -14.5% |
| 6M | -28.1% | -0.4% | -27.7% | -26.0% |
| YTD | +132.4% | +4.4% | +128.0% | +129.8% |
| 1Y | +59.4% | +5.1% | +54.3% | +58.5% |
| 3Y | +1,815.8% | +122.6% | +1,693.2% | +1,098.4% |
| All | +966.2% | +185.8% | +780.4% | +511.2% |
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