-20.2%
JD vs MAGS
+180.2%
-200.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | +13.4% | -1.4% | +14.7% | +13.9% |
| 30D | +7.7% | -8.4% | +16.1% | +11.6% |
| 3M | -11.3% | -1.5% | -9.7% | -11.1% |
| 6M | -5.1% | -1.4% | -3.8% | -5.3% |
| YTD | +5.0% | +2.4% | +2.7% | +2.9% |
| 1Y | -5.6% | +3.5% | -9.2% | -8.1% |
| 3Y | +17.8% | +125.3% | -107.5% | -26.6% |
| All | -20.2% | +180.2% | -200.4% | -57.0% |
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 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