+104.7%
KEY vs MAGS
+180.2%
-75.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -1.3% | -1.4% | +0.1% | -0.7% |
| 30D | +5.1% | -8.4% | +13.5% | +9.2% |
| 3M | -7.1% | -1.5% | -5.6% | -6.7% |
| 6M | -4.4% | -1.4% | -3.0% | -4.4% |
| YTD | +4.0% | +2.4% | +1.6% | +1.7% |
| 1Y | +23.4% | +3.5% | +19.9% | +19.9% |
| 3Y | +113.9% | +125.3% | -11.4% | +41.5% |
| All | +104.7% | +180.2% | -75.5% | +2.9% |
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