+145.4%
KEYS vs MAGS
+126.1%
+19.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.9% | -1.8% | +2.7% | +2.0% |
| 30D | -5.3% | +1.1% | -6.3% | -6.0% |
| 3M | +0.5% | +7.7% | -7.2% | -4.5% |
| 6M | +14.0% | +11.7% | +2.3% | +5.4% |
| YTD | +60.3% | +4.9% | +55.4% | +54.2% |
| 1Y | +91.3% | +14.3% | +77.0% | +74.4% |
| All | +145.4% | +126.1% | +19.3% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling