+113.5%
KEYS vs MAGS
+186.6%
-73.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +4.4% | +1.2% | +3.2% | +3.6% |
| 30D | -2.2% | -0.1% | -2.1% | -2.3% |
| 3M | +0.5% | +3.8% | -3.3% | -2.1% |
| 6M | +22.4% | +13.2% | +9.1% | +12.4% |
| YTD | +64.1% | +4.7% | +59.4% | +58.1% |
| 1Y | +97.0% | +14.4% | +82.6% | +79.8% |
| 3Y | +152.0% | +128.6% | +23.5% | +56.7% |
| All | +113.5% | +186.6% | -73.1% | +18.2% |
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