+191.5%
MAGS vs ACI
-33.2%
+224.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +0.5% | +0.2% | +0.4% | +0.5% |
| 30D | +1.5% | +5.9% | -4.4% | +1.6% |
| 3M | +0.5% | -19.8% | +20.2% | -0.2% |
| 6M | +11.6% | -24.7% | +36.3% | +10.4% |
| YTD | +5.3% | -24.4% | +29.7% | +4.2% |
| 1Y | +14.9% | -31.5% | +46.4% | +13.8% |
| 3Y | +128.9% | -38.7% | +167.6% | +127.3% |
| All | +191.5% | -33.2% | +224.7% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling