+39.8%
D vs MAGS
+180.2%
-140.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.4% |
| 7D | +3.0% | -1.4% | +4.4% | +2.9% |
| 30D | +11.5% | -8.4% | +19.8% | +11.0% |
| 3M | +3.7% | -1.5% | +5.3% | +3.6% |
| 6M | +13.5% | -1.4% | +14.9% | +13.5% |
| YTD | +20.7% | +2.4% | +18.3% | +20.9% |
| 1Y | +18.2% | +3.5% | +14.7% | +18.5% |
| 3Y | +73.3% | +125.3% | -52.0% | +72.3% |
| All | +39.8% | +180.2% | -140.5% | +34.2% |
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