+32.1%
BP vs MAGS
+188.2%
-156.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +3.9% | +0.5% | +3.4% | +3.9% |
| 30D | +7.6% | +1.5% | +6.1% | +7.4% |
| 3M | +0.7% | +0.5% | +0.2% | +0.6% |
| 6M | +15.5% | +11.6% | +3.9% | +13.3% |
| YTD | +30.8% | +5.3% | +25.6% | +29.8% |
| 1Y | +34.3% | +14.9% | +19.4% | +30.7% |
| 3Y | +35.1% | +128.9% | -93.8% | +20.1% |
| All | +32.1% | +188.2% | -156.0% | +11.4% |
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