-47.6%
BMNR vs MAGS
+15.0%
-62.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +1.3% |
| 7D | +0.2% | +0.6% | -0.4% | -1.1% |
| 30D | +39.9% | +3.2% | +36.7% | +31.9% |
| 3M | +51.5% | +7.7% | +43.8% | +28.9% |
| 6M | +18.9% | +12.5% | +6.5% | -6.8% |
| YTD | -7.8% | +6.0% | -13.8% | -14.8% |
| 1Y | -47.6% | +14.4% | -62.0% | -59.9% |
| All | -47.6% | +15.0% | -62.6% | -59.9% |
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 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