-12.7%
JD vs MAGS
+13.9%
-26.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.8% |
| 7D | -0.8% | +1.2% | -2.0% | -1.5% |
| 30D | -16.0% | -0.1% | -15.9% | -16.1% |
| 3M | -3.2% | +3.8% | -7.0% | -5.4% |
| 6M | +6.1% | +13.2% | -7.2% | -2.5% |
| YTD | -0.1% | +4.7% | -4.8% | -3.3% |
| 1Y | -12.7% | +14.4% | -27.1% | -21.0% |
| All | -12.7% | +13.9% | -26.6% | -21.0% |
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