+65.6%
BROS vs MAGS
+128.8%
-63.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.1% |
| 7D | -0.9% | +1.2% | -2.2% | -1.9% |
| 30D | -13.5% | -0.1% | -13.3% | -13.5% |
| 3M | -18.4% | +3.8% | -22.3% | -21.2% |
| 6M | -10.6% | +13.2% | -23.8% | -19.1% |
| YTD | -25.1% | +4.7% | -29.8% | -28.3% |
| 1Y | -28.6% | +14.4% | -43.0% | -36.3% |
| 3Y | +65.6% | +128.6% | -63.0% | +1.6% |
| All | +65.6% | +128.8% | -63.2% | +1.6% |
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