+27.4%
BP vs MAGS
+4.3%
+23.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.7% |
| 7D | -0.8% | -2.0% | +1.2% | -1.4% |
| 30D | -3.1% | -6.9% | +3.7% | -5.2% |
| 3M | +6.2% | +0.7% | +5.5% | +6.6% |
| 6M | +4.8% | -0.8% | +5.6% | +4.7% |
| YTD | +35.2% | +4.4% | +30.7% | +39.2% |
| 1Y | +27.4% | +3.9% | +23.5% | +31.9% |
| All | +27.4% | +4.3% | +23.1% | +31.9% |
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