+150.6%
GM vs MAGS
+190.0%
-39.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -2.4% | +0.6% | -3.1% | -2.7% |
| 30D | -1.1% | +3.2% | -4.3% | -2.3% |
| 3M | +6.1% | +7.7% | -1.6% | +3.1% |
| 6M | +15.0% | +12.5% | +2.5% | +10.0% |
| YTD | +6.0% | +6.0% | 0.0% | +3.4% |
| 1Y | +47.1% | +14.4% | +32.7% | +39.7% |
| 3Y | +170.5% | +127.5% | +43.0% | +108.7% |
| All | +150.6% | +190.0% | -39.5% | +71.0% |
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 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