-13.6%
BKNG vs MAGS
+5.9%
-19.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.2% | +7.6% | +8.7% |
| 7D | +15.6% | -1.4% | +16.9% | +16.2% |
| 30D | +8.0% | -4.4% | +12.4% | +10.1% |
| 3M | -11.8% | +1.9% | -13.7% | -13.2% |
| 6M | +3.8% | +4.9% | -1.2% | +0.2% |
| YTD | -19.6% | +6.5% | -26.2% | -23.0% |
| 1Y | -13.6% | +6.3% | -19.9% | -17.0% |
| All | -13.6% | +5.9% | -19.4% | -17.0% |
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