+49.8%
IR vs MAGS
+180.2%
-130.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | +3.7% | -1.4% | +5.1% | +4.3% |
| 30D | +7.4% | -8.4% | +15.8% | +12.0% |
| 3M | -5.9% | -1.5% | -4.4% | -5.4% |
| 6M | +5.6% | -1.4% | +6.9% | +5.7% |
| YTD | +4.8% | +2.4% | +2.5% | +2.5% |
| 1Y | +6.9% | +3.5% | +3.4% | +3.9% |
| 3Y | +27.6% | +125.3% | -97.7% | -15.2% |
| All | +49.8% | +180.2% | -130.5% | -14.4% |
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