+606.9%
GEV vs MAGS
+78.4%
+528.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.7% |
| 7D | -1.9% | -1.8% | -0.1% | -0.3% |
| 30D | -8.7% | +1.1% | -9.8% | -9.8% |
| 3M | +6.6% | +7.7% | -1.1% | -1.7% |
| 6M | +10.2% | +11.7% | -1.5% | -2.2% |
| YTD | +41.6% | +4.9% | +36.7% | +33.4% |
| 1Y | +43.9% | +14.3% | +29.5% | +24.7% |
| All | +606.9% | +78.4% | +528.5% | +296.4% |
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