-6.7%
JD vs MAGS
+4.1%
-10.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | +5.2% | -0.3% | +5.5% | +5.1% |
| 30D | +4.5% | -7.1% | +11.6% | +7.1% |
| 3M | -15.4% | -0.7% | -14.7% | -15.7% |
| 6M | -6.0% | -1.5% | -4.5% | -5.8% |
| YTD | +2.2% | +3.9% | -1.8% | -2.6% |
| 1Y | -6.7% | +3.1% | -9.7% | -10.8% |
| All | -6.7% | +4.1% | -10.7% | -10.8% |
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