+190.0%
MAGS vs AFRM
+540.7%
-350.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | +3.1% | -1.8% | +0.8% |
| 30D | -0.1% | -4.2% | +4.1% | +0.4% |
| 3M | +3.8% | +10.1% | -6.3% | +2.1% |
| 6M | +13.2% | +39.4% | -26.2% | +7.3% |
| YTD | +4.7% | -3.2% | +7.9% | +3.8% |
| 1Y | +14.4% | -16.1% | +30.5% | +14.8% |
| 3Y | +128.6% | +220.8% | -92.2% | +91.8% |
| All | +190.0% | +540.7% | -350.7% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AFRM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling