+187.8%
MAGS vs ACI
-28.9%
+216.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.8% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | -7.1% | +9.5% | -16.6% | -6.9% |
| 3M | -0.7% | +10.1% | -10.8% | -0.5% |
| 6M | -1.5% | -15.4% | +13.8% | -2.1% |
| YTD | +3.9% | -19.5% | +23.5% | +3.0% |
| 1Y | +3.1% | -21.0% | +24.1% | +2.1% |
| 3Y | +121.6% | -31.2% | +152.8% | +119.0% |
| All | +187.8% | -28.9% | +216.7% | +184.9% |
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