+6.3%
MAGS vs ACM
-46.6%
+52.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.9% |
| 7D | -1.4% | +9.5% | -10.9% | -2.5% |
| 30D | -4.4% | +14.7% | -19.1% | -6.1% |
| 3M | +1.9% | -9.5% | +11.4% | +3.1% |
| 6M | +4.9% | -18.0% | +23.0% | +7.6% |
| YTD | +6.5% | -27.3% | +33.8% | +10.9% |
| 1Y | +6.3% | -47.0% | +53.3% | +12.2% |
| All | +6.3% | -46.6% | +52.9% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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