+190.4%
MAGS vs ACM
-20.2%
+210.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | -1.8% | -5.9% | +4.1% | +0.1% |
| 30D | +1.1% | -6.2% | +7.3% | +2.8% |
| 3M | +7.7% | -7.9% | +15.6% | +9.7% |
| 6M | +11.7% | -30.6% | +42.3% | +25.3% |
| YTD | +4.9% | -33.3% | +38.2% | +18.4% |
| 1Y | +14.3% | -49.2% | +63.5% | +44.0% |
| 3Y | +128.9% | -23.5% | +152.4% | +137.7% |
| All | +190.4% | -20.2% | +210.6% | +202.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling