+196.9%
JPM vs MAGS
+187.7%
+9.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -1.4% | +0.4% | -1.8% | -1.6% |
| 3M | +13.9% | +5.6% | +8.4% | +11.6% |
| 6M | +23.5% | +12.3% | +11.2% | +18.0% |
| YTD | +11.6% | +5.1% | +6.6% | +9.1% |
| 1Y | +21.4% | +14.0% | +7.4% | +15.1% |
| 3Y | +163.4% | +129.4% | +34.1% | +111.5% |
| All | +196.9% | +187.7% | +9.2% | +124.8% |
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 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