+34.1%
D vs MAGS
+188.2%
-154.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.5% |
| 7D | +1.5% | +0.5% | +0.9% | +1.5% |
| 30D | -2.6% | +1.5% | -4.1% | -2.5% |
| 3M | 0.0% | +0.5% | -0.5% | +0.1% |
| 6M | +7.4% | +11.6% | -4.2% | +7.9% |
| YTD | +15.9% | +5.3% | +10.6% | +16.3% |
| 1Y | +18.1% | +14.9% | +3.2% | +18.8% |
| 3Y | +58.4% | +128.9% | -70.5% | +58.0% |
| All | +34.1% | +188.2% | -154.0% | +29.0% |
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