+191.0%
MAGS vs AIG
+57.3%
+133.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +0.8% | -1.4% | +2.3% | +1.1% |
| 30D | +0.4% | -3.3% | +3.7% | +1.1% |
| 3M | +5.6% | +2.2% | +3.4% | +4.8% |
| 6M | +12.3% | -2.1% | +14.4% | +12.5% |
| YTD | +5.1% | -11.2% | +16.3% | +7.8% |
| 1Y | +14.0% | -2.1% | +16.1% | +13.2% |
| 3Y | +129.4% | +34.4% | +95.0% | +112.5% |
| All | +191.0% | +57.3% | +133.7% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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