+3.9%
MAGS vs AFRM
-11.9%
+15.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.1% |
| 7D | -2.0% | -10.3% | +8.3% | +0.2% |
| 30D | -6.9% | -13.7% | +6.8% | -4.3% |
| 3M | +0.7% | -11.6% | +12.2% | +2.6% |
| 6M | -0.8% | +2.1% | -2.9% | -2.1% |
| YTD | +4.4% | -8.9% | +13.3% | +2.2% |
| 1Y | +3.9% | -9.7% | +13.6% | +2.0% |
| All | +3.9% | -11.9% | +15.9% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling