-6.4%
JD vs MAGS
+4.9%
-11.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -3.2% |
| 7D | +7.9% | +1.3% | +6.6% | +7.2% |
| 30D | +4.8% | -6.3% | +11.1% | +7.1% |
| 3M | -13.9% | -0.1% | -13.8% | -14.4% |
| 6M | -5.8% | -0.8% | -5.0% | -5.9% |
| YTD | +2.4% | +4.7% | -2.3% | -2.6% |
| All | -6.4% | +4.9% | -11.3% | -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