+6.3%
MAGS vs ADVB
-76.7%
+83.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.8% | +2.2% |
| 7D | -1.4% | -29.5% | +28.2% | -1.7% |
| 30D | -4.4% | -66.9% | +62.5% | -5.7% |
| 3M | +1.9% | -73.7% | +75.6% | +0.3% |
| 6M | +4.9% | -64.8% | +69.7% | +3.3% |
| YTD | +6.5% | -64.0% | +70.6% | +4.9% |
| 1Y | +6.3% | -77.0% | +83.3% | +8.3% |
| All | +6.3% | -76.7% | +83.0% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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