+44.6%
BTDR vs MAGS
+186.6%
-142.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +3.2% |
| 7D | +22.4% | +1.2% | +21.2% | +20.3% |
| 30D | +16.5% | -0.1% | +16.6% | +16.6% |
| 3M | -31.5% | +3.8% | -35.3% | -35.2% |
| 6M | +74.0% | +13.2% | +60.8% | +47.1% |
| YTD | +13.0% | +4.7% | +8.3% | +8.6% |
| 1Y | -0.2% | +14.4% | -14.6% | -14.5% |
| 3Y | +9.9% | +128.6% | -118.7% | -51.3% |
| All | +44.6% | +186.6% | -142.0% | -54.7% |
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