+18.9%
BMNR vs MAGS
+12.7%
+6.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +1.7% |
| 7D | +0.2% | +0.6% | -0.4% | -0.8% |
| 30D | +39.9% | +3.2% | +36.7% | +33.6% |
| 3M | +51.5% | +7.7% | +43.8% | +33.8% |
| 6M | +18.9% | +12.5% | +6.5% | +0.3% |
| All | +18.9% | +12.7% | +6.2% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling