+84.7%
MA vs MAGS
+184.5%
-99.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | +11.8% | -7.1% | +18.9% | +14.0% |
| 3M | +17.2% | -0.7% | +17.9% | +17.2% |
| 6M | +33.4% | -1.5% | +34.9% | +33.4% |
| YTD | +16.1% | +3.9% | +12.2% | +14.0% |
| 1Y | +19.9% | +3.1% | +16.8% | +17.9% |
| 3Y | +70.1% | +121.6% | -51.5% | +25.3% |
| All | +84.7% | +184.5% | -99.7% | +20.1% |
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