+183.5%
MAGS vs ACGL
+64.1%
+119.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.1% |
| 7D | -1.4% | +0.9% | -2.3% | -1.4% |
| 30D | -8.4% | +13.7% | -22.1% | -8.9% |
| 3M | -1.5% | +8.0% | -9.6% | -1.9% |
| 6M | -1.4% | +13.3% | -14.6% | -2.1% |
| YTD | +2.4% | +11.8% | -9.5% | +1.5% |
| 1Y | +3.5% | +22.2% | -18.7% | +1.6% |
| 3Y | +125.3% | +32.5% | +92.8% | +118.8% |
| All | +183.5% | +64.1% | +119.4% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling