+14.3%
MAGS vs ACI
-34.6%
+49.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | -1.8% | -7.1% | +5.3% | -1.9% |
| 30D | +1.1% | -4.5% | +5.6% | +1.0% |
| 3M | +7.7% | -22.3% | +30.0% | +6.6% |
| 6M | +11.7% | -28.4% | +40.1% | +9.0% |
| YTD | +4.9% | -29.5% | +34.4% | +2.1% |
| 1Y | +14.3% | -34.2% | +48.6% | +9.4% |
| All | +14.3% | -34.6% | +49.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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