+3.1%
MAGS vs ACM
-45.8%
+48.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.3% | +6.6% | -6.9% | -1.1% |
| 30D | -7.1% | +19.8% | -26.8% | -9.2% |
| 3M | -0.7% | -3.1% | +2.4% | -0.5% |
| 6M | -1.5% | -11.5% | +10.0% | -0.2% |
| YTD | +3.9% | -24.7% | +28.6% | +7.6% |
| 1Y | +3.1% | -45.1% | +48.1% | +7.4% |
| All | +3.1% | -45.8% | +48.9% | +7.4% |
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