+223.1%
BMNR vs MAGS
+34.0%
+189.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +33.3% |
| 3M | +51.5% | +7.7% | +43.8% | +33.6% |
| 6M | +18.9% | +12.5% | +6.5% | -0.3% |
| YTD | -7.8% | +6.0% | -13.8% | -14.0% |
| 1Y | -47.6% | +14.4% | -62.0% | -45.0% |
| All | +223.1% | +34.0% | +189.1% | +1,446.9% |
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