-22.5%
JD vs MAGS
+188.2%
-210.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.5% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | -13.2% | +1.5% | -14.6% | -13.8% |
| 3M | -3.2% | +0.5% | -3.6% | -3.7% |
| 6M | +15.2% | +11.6% | +3.6% | +9.1% |
| YTD | +2.0% | +5.3% | -3.3% | -0.9% |
| 1Y | -5.4% | +14.9% | -20.3% | -11.5% |
| 3Y | -9.1% | +128.9% | -138.0% | -43.0% |
| All | -22.5% | +188.2% | -210.7% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling