+8.3%
BROS vs MAGS
+184.9%
-176.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.7% |
| 7D | +6.3% | +1.7% | +4.6% | +5.2% |
| 30D | -8.3% | -5.8% | -2.6% | -4.2% |
| 3M | -29.8% | +0.2% | -30.0% | -29.7% |
| 6M | -25.8% | -2.7% | -23.2% | -24.7% |
| YTD | -41.4% | +4.1% | -45.5% | -43.4% |
| 1Y | -35.2% | +7.5% | -42.7% | -38.9% |
| 3Y | +32.8% | +122.0% | -89.3% | -10.0% |
| All | +8.3% | +184.9% | -176.7% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling