+65.9%
BLK vs MAGS
+128.4%
-62.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | -3.3% | +0.6% | -4.0% | -3.6% |
| 30D | -6.5% | +3.2% | -9.7% | -7.9% |
| 3M | +6.7% | +7.7% | -0.9% | +2.9% |
| 6M | +14.7% | +12.5% | +2.3% | +8.3% |
| YTD | +2.5% | +6.0% | -3.4% | -0.5% |
| 1Y | -2.8% | +14.4% | -17.2% | -9.1% |
| 3Y | +65.9% | +127.5% | -61.7% | +15.0% |
| All | +65.9% | +128.4% | -62.5% | +15.0% |
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 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