+43.4%
MAGS vs ADVB
-95.9%
+139.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +42.7% | -42.7% | -0.2% |
| 7D | +3.0% | +74.2% | -71.2% | +2.8% |
| 30D | -7.3% | -35.9% | +28.5% | -7.4% |
| 3M | +1.7% | -56.4% | +58.1% | +1.5% |
| 6M | -0.4% | -36.7% | +36.3% | -2.0% |
| YTD | +4.4% | -43.3% | +47.7% | +2.2% |
| 1Y | +5.1% | -63.4% | +68.5% | +4.5% |
| All | +43.4% | -95.9% | +139.2% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling