-24.1%
JD vs MAGS
+186.6%
-210.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.8% |
| 7D | -0.8% | +1.2% | -2.0% | -1.4% |
| 30D | -16.0% | -0.1% | -15.9% | -16.1% |
| 3M | -3.2% | +3.8% | -7.0% | -5.1% |
| 6M | +6.1% | +13.2% | -7.2% | -0.2% |
| YTD | -0.1% | +4.7% | -4.8% | -2.7% |
| 1Y | -12.7% | +14.4% | -27.1% | -18.2% |
| 3Y | -6.3% | +128.6% | -134.9% | -41.3% |
| All | -24.1% | +186.6% | -210.8% | -59.3% |
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