+40.9%
BP vs MAGS
+14.5%
+26.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.9% |
| 7D | +4.0% | +0.8% | +3.2% | +4.2% |
| 30D | +7.8% | +0.4% | +7.4% | +8.0% |
| 3M | +8.4% | +5.6% | +2.8% | +9.7% |
| 6M | +15.1% | +12.3% | +2.7% | +17.9% |
| YTD | +36.4% | +5.1% | +31.3% | +40.3% |
| 1Y | +40.9% | +14.0% | +26.9% | +46.0% |
| All | +40.9% | +14.5% | +26.4% | +46.0% |
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