+14.7%
D vs MAGS
+3.4%
+11.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.1% | +3.0% | -6.1% | -2.6% |
| 30D | +8.4% | -7.3% | +15.7% | +7.2% |
| 3M | +0.2% | +1.7% | -1.5% | +0.4% |
| 6M | +9.5% | -0.4% | +9.8% | +9.7% |
| YTD | +18.8% | +4.4% | +14.4% | +17.7% |
| 1Y | +14.7% | +5.1% | +9.6% | +13.7% |
| All | +14.7% | +3.4% | +11.3% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling