+36.4%
BP vs MAGS
+128.8%
-92.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.5% |
| 7D | +0.9% | +1.2% | -0.3% | +0.8% |
| 30D | +9.1% | -0.1% | +9.2% | +9.1% |
| 3M | +3.9% | +3.8% | +0.1% | +3.3% |
| 6M | +13.6% | +13.2% | +0.4% | +11.1% |
| YTD | +34.0% | +4.7% | +29.3% | +33.0% |
| 1Y | +39.2% | +14.4% | +24.8% | +35.4% |
| 3Y | +36.4% | +128.6% | -92.1% | +22.3% |
| All | +36.4% | +128.8% | -92.4% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling