+3.9%
MAGS vs ADVB
-73.0%
+76.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.0% | -9.5% | +0.6% |
| 7D | -2.0% | +10.5% | -12.5% | -1.9% |
| 30D | -6.9% | -56.0% | +49.1% | -7.9% |
| 3M | +0.7% | -70.1% | +70.8% | -0.9% |
| 6M | -0.8% | -53.7% | +52.9% | -2.2% |
| YTD | +4.4% | -60.3% | +64.7% | +3.0% |
| 1Y | +3.9% | -73.1% | +77.1% | +5.4% |
| All | +3.9% | -73.0% | +76.9% | +5.4% |
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