+34.5%
F vs MAGS
+186.6%
-152.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | +1.2% | +1.2% | -0.1% | +0.7% |
| 30D | +1.2% | -0.1% | +1.3% | +1.3% |
| 3M | -5.7% | +3.8% | -9.5% | -7.2% |
| 6M | +17.9% | +13.2% | +4.7% | +12.7% |
| YTD | +10.4% | +4.7% | +5.7% | +8.3% |
| 1Y | +25.3% | +14.4% | +11.0% | +18.9% |
| 3Y | +37.5% | +128.6% | -91.1% | +4.1% |
| All | +34.5% | +186.6% | -152.2% | -4.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling