+190.4%
MAGS vs ACI
-37.7%
+228.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.2% |
| 7D | -1.8% | -7.1% | +5.3% | -1.8% |
| 30D | +1.1% | -4.5% | +5.6% | +1.0% |
| 3M | +7.7% | -22.3% | +30.0% | +7.3% |
| 6M | +11.7% | -28.4% | +40.1% | +10.6% |
| YTD | +4.9% | -29.5% | +34.4% | +3.7% |
| 1Y | +14.3% | -34.2% | +48.6% | +13.1% |
| 3Y | +128.9% | -45.7% | +174.6% | +127.0% |
| All | +190.4% | -37.7% | +228.1% | +187.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling