+45.8%
F vs MAGS
+122.8%
-76.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.8% |
| 7D | -3.9% | +3.0% | -6.9% | -5.0% |
| 30D | -0.5% | -7.3% | +6.9% | +2.5% |
| 3M | -12.9% | +1.7% | -14.6% | -13.8% |
| 6M | +1.5% | -0.4% | +1.9% | +1.5% |
| YTD | -5.0% | +4.4% | -9.4% | -7.1% |
| 1Y | -7.3% | +5.1% | -12.4% | -9.7% |
| All | +45.8% | +122.8% | -76.9% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling