+35.6%
IR vs MAGS
+186.6%
-151.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +0.6% | +1.2% | -0.6% | 0.0% |
| 30D | -13.6% | -0.1% | -13.5% | -13.6% |
| 3M | +3.7% | +3.8% | -0.1% | +1.5% |
| 6M | -13.1% | +13.2% | -26.3% | -18.9% |
| YTD | -5.1% | +4.7% | -9.8% | -8.1% |
| 1Y | -6.5% | +14.4% | -20.8% | -13.9% |
| 3Y | +8.5% | +128.6% | -120.0% | -28.2% |
| All | +35.6% | +186.6% | -151.1% | -23.3% |
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