+183.5%
MAGS vs ACM
-14.9%
+198.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.4% | +5.4% | -6.8% | -2.9% |
| 30D | -8.4% | +15.1% | -23.5% | -12.2% |
| 3M | -1.5% | -10.5% | +8.9% | +1.6% |
| 6M | -1.4% | -19.7% | +18.3% | +5.2% |
| YTD | +2.4% | -28.8% | +31.2% | +13.2% |
| 1Y | +3.5% | -47.9% | +51.4% | +30.3% |
| 3Y | +125.3% | -12.4% | +137.6% | +125.1% |
| All | +183.5% | -14.9% | +198.4% | +188.9% |
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