+3.5%
MAGS vs ACGL
+22.6%
-19.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +0.3% |
| 7D | -1.4% | +0.9% | -2.3% | -1.1% |
| 30D | -8.4% | +13.7% | -22.1% | -5.4% |
| 3M | -1.5% | +8.0% | -9.6% | +0.5% |
| 6M | -1.4% | +13.3% | -14.6% | +2.3% |
| YTD | +2.4% | +11.8% | -9.5% | +5.6% |
| 1Y | +3.5% | +22.2% | -18.7% | +11.5% |
| All | +3.5% | +22.6% | -19.1% | +11.5% |
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