+32.8%
D vs MAGS
+188.2%
-155.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.5% |
| 7D | +0.4% | +0.5% | -0.1% | +0.5% |
| 30D | -3.6% | +1.5% | -5.1% | -3.5% |
| 3M | -1.0% | +0.5% | -1.5% | -0.9% |
| 6M | +6.3% | +11.6% | -5.3% | +6.9% |
| YTD | +14.7% | +5.3% | +9.4% | +15.1% |
| 1Y | +16.9% | +14.9% | +2.1% | +17.6% |
| 3Y | +56.8% | +128.9% | -72.1% | +56.5% |
| All | +32.8% | +188.2% | -155.4% | +27.7% |
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