+59.6%
KEYS vs MAGS
+5.9%
+53.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.2% | -8.5% | -7.8% |
| 7D | -14.8% | -1.4% | -13.4% | -14.0% |
| 30D | -25.6% | -4.4% | -21.2% | -23.1% |
| 3M | -16.2% | +1.9% | -18.1% | -16.8% |
| 6M | -18.6% | +4.9% | -23.6% | -20.9% |
| YTD | +40.7% | +6.5% | +34.1% | +33.3% |
| 1Y | +59.6% | +6.3% | +53.3% | +51.8% |
| All | +59.6% | +5.9% | +53.8% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling