+187.8%
MAGS vs A
+31.5%
+156.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | -7.1% | +4.3% | -11.4% | -8.1% |
| 3M | -0.7% | +19.8% | -20.5% | -5.4% |
| 6M | -1.5% | +54.4% | -55.9% | -13.0% |
| YTD | +3.9% | +31.7% | -27.8% | -4.0% |
| 1Y | +3.1% | +22.4% | -19.4% | -2.7% |
| 3Y | +121.6% | +67.7% | +53.9% | +88.4% |
| All | +187.8% | +31.5% | +156.3% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling