+184.3%
C vs MAGS
+180.2%
+4.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -2.4% | -1.4% | -1.0% | -1.7% |
| 30D | -6.0% | -8.4% | +2.4% | -2.0% |
| 3M | -10.5% | -1.5% | -9.0% | -10.0% |
| 6M | -5.7% | -1.4% | -4.4% | -5.5% |
| YTD | +4.1% | +2.4% | +1.8% | +2.2% |
| 1Y | +20.5% | +3.5% | +17.0% | +17.6% |
| 3Y | +208.1% | +125.3% | +82.8% | +132.8% |
| All | +184.3% | +180.2% | +4.1% | +103.6% |
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 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