+14.9%
MAGS vs A
+21.7%
-6.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +0.5% | -1.9% | +2.5% | +0.8% |
| 30D | +1.5% | +6.9% | -5.4% | +0.5% |
| 3M | +0.5% | +9.2% | -8.8% | -0.9% |
| 6M | +11.6% | +25.7% | -14.1% | +7.2% |
| YTD | +5.3% | +11.5% | -6.3% | +3.3% |
| 1Y | +14.9% | +18.4% | -3.5% | +12.7% |
| All | +14.9% | +21.7% | -6.8% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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