+40.5%
BROS vs MAGS
+188.2%
-147.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.7% |
| 7D | -6.7% | +0.5% | -7.2% | -7.1% |
| 30D | -29.1% | +1.5% | -30.6% | -29.8% |
| 3M | -16.7% | +0.5% | -17.2% | -17.5% |
| 6M | -11.6% | +11.6% | -23.2% | -18.6% |
| YTD | -23.9% | +5.3% | -29.2% | -27.3% |
| 1Y | -34.8% | +14.9% | -49.7% | -41.4% |
| 3Y | +62.1% | +128.9% | -66.8% | +7.3% |
| All | +40.5% | +188.2% | -147.7% | -8.7% |
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