+119.8%
BKR vs MAGS
+187.1%
-67.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | -6.7% | -1.8% | -4.9% | -6.1% |
| 30D | -8.3% | +1.1% | -9.4% | -8.7% |
| 3M | -5.4% | +7.7% | -13.1% | -8.0% |
| 6M | +0.8% | +11.7% | -10.9% | -3.3% |
| YTD | +31.8% | +4.9% | +27.0% | +29.2% |
| 1Y | +28.6% | +14.3% | +14.2% | +21.9% |
| 3Y | +71.2% | +128.9% | -57.7% | +42.2% |
| All | +119.8% | +187.1% | -67.3% | +72.8% |
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