+289.9%
BNY vs MAGS
+190.0%
+99.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -1.3% | +0.6% | -2.0% | -1.5% |
| 30D | -0.2% | +3.2% | -3.4% | -1.2% |
| 3M | +14.9% | +7.7% | +7.3% | +12.0% |
| 6M | +40.0% | +12.5% | +27.5% | +34.1% |
| YTD | +42.0% | +6.0% | +36.0% | +38.6% |
| 1Y | +56.9% | +14.4% | +42.5% | +49.1% |
| 3Y | +289.9% | +127.5% | +162.3% | +203.4% |
| All | +289.9% | +190.0% | +99.8% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling