+122.7%
MAGS vs ACWI
+75.0%
+47.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.8% |
| 7D | +3.0% | +2.7% | +0.3% | -1.0% |
| 30D | -7.3% | -2.6% | -4.7% | -3.7% |
| 3M | +1.7% | -3.2% | +4.9% | +6.7% |
| 6M | -0.4% | +1.9% | -2.2% | -3.1% |
| YTD | +4.4% | +11.3% | -7.0% | -11.6% |
| 1Y | +5.1% | +11.7% | -6.6% | -11.4% |
| All | +122.7% | +75.0% | +47.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 3y: compounded portfolio wealth divided by compounded ACWI 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…
3y analysis · Full analysis span regression · 6 months rolling