+200.1%
JPM vs MAGS
+188.2%
+12.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | +0.3% | +0.5% | -0.3% | +0.1% |
| 30D | -0.2% | +1.5% | -1.7% | -0.7% |
| 3M | +15.9% | +0.5% | +15.4% | +15.4% |
| 6M | +20.9% | +11.6% | +9.4% | +15.8% |
| YTD | +12.9% | +5.3% | +7.6% | +10.2% |
| 1Y | +20.3% | +14.9% | +5.4% | +13.8% |
| 3Y | +160.9% | +128.9% | +32.0% | +109.5% |
| All | +200.1% | +188.2% | +12.0% | +127.1% |
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