+191.0%
MAGS vs AFL
+90.4%
+100.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +0.8% | -2.1% | +2.9% | +1.1% |
| 30D | +0.4% | -5.4% | +5.8% | +1.2% |
| 3M | +5.6% | -0.3% | +5.8% | +5.3% |
| 6M | +12.3% | +5.2% | +7.1% | +10.8% |
| YTD | +5.1% | +5.7% | -0.6% | +3.4% |
| 1Y | +14.0% | +10.2% | +3.7% | +10.8% |
| 3Y | +129.4% | +63.4% | +66.0% | +106.6% |
| All | +191.0% | +90.4% | +100.6% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 all: compounded portfolio wealth divided by compounded AFL 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…
all analysis · Full analysis span regression · 6 months rolling