+72.1%
BLK vs MAGS
+187.1%
-115.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -5.2% | -1.8% | -3.4% | -4.4% |
| 30D | -7.0% | +1.1% | -8.1% | -7.5% |
| 3M | +5.7% | +7.7% | -2.1% | +1.9% |
| 6M | +11.0% | +11.7% | -0.7% | +5.2% |
| YTD | +0.9% | +4.9% | -4.0% | -1.6% |
| 1Y | -1.6% | +14.3% | -16.0% | -8.0% |
| 3Y | +64.5% | +128.9% | -64.5% | +12.8% |
| All | +72.1% | +187.1% | -115.0% | +5.9% |
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