+3.9%
MAGS vs ACGL
+21.3%
-17.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.0% | -1.4% | -0.6% | -2.3% |
| 30D | -6.9% | +12.4% | -19.2% | -4.2% |
| 3M | +0.7% | +11.1% | -10.4% | +3.4% |
| 6M | -0.8% | +16.3% | -17.1% | +3.4% |
| YTD | +4.4% | +13.8% | -9.4% | +8.1% |
| 1Y | +3.9% | +20.4% | -16.5% | +10.1% |
| All | +3.9% | +21.3% | -17.4% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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