+37.8%
IR vs MAGS
+188.2%
-150.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.0% |
| 7D | -2.8% | +0.5% | -3.4% | -3.1% |
| 30D | -15.1% | +1.5% | -16.6% | -15.8% |
| 3M | +6.1% | +0.5% | +5.6% | +5.5% |
| 6M | -16.8% | +11.6% | -28.4% | -21.8% |
| YTD | -3.5% | +5.3% | -8.8% | -6.8% |
| 1Y | -3.5% | +14.9% | -18.4% | -11.3% |
| 3Y | +9.5% | +128.9% | -119.4% | -27.7% |
| All | +37.8% | +188.2% | -150.4% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling