-5.6%
IR vs MAGS
+14.1%
-19.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +0.6% | +1.2% | -0.6% | +0.2% |
| 30D | -13.6% | -0.1% | -13.5% | -13.6% |
| 3M | +3.7% | +3.8% | -0.1% | +2.5% |
| 6M | -13.1% | +13.2% | -26.3% | -17.8% |
| YTD | -5.1% | +4.7% | -9.8% | -9.1% |
| All | -5.6% | +14.1% | -19.7% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling