-40.8%
BMNR vs MAGS
+15.9%
-56.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -2.7% |
| 7D | +4.9% | +0.5% | +4.4% | +4.4% |
| 30D | +35.5% | +1.5% | +34.0% | +32.1% |
| 3M | +39.6% | +0.5% | +39.1% | +40.2% |
| 6M | +18.2% | +11.6% | +6.6% | -5.4% |
| YTD | -8.0% | +5.3% | -13.3% | -13.8% |
| 1Y | -40.8% | +14.9% | -55.7% | -52.1% |
| All | -40.8% | +15.9% | -56.7% | -52.1% |
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