+273.7%
GE vs MAGS
+118.0%
+155.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | +5.4% | -0.3% | +5.7% | +5.6% |
| 30D | +9.6% | -7.1% | +16.7% | +13.8% |
| 3M | -7.7% | -0.7% | -7.0% | -7.6% |
| 6M | +14.0% | -1.5% | +15.6% | +14.4% |
| YTD | +10.2% | +3.9% | +6.2% | +6.8% |
| 1Y | +8.9% | +3.1% | +5.8% | +6.0% |
| 3Y | +273.7% | +121.6% | +152.0% | +150.9% |
| All | +273.7% | +118.0% | +155.6% | +150.9% |
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