+191.5%
MAGS vs AIG
+59.8%
+131.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +0.5% | -0.9% | +1.5% | +0.7% |
| 30D | +1.5% | -4.9% | +6.4% | +2.6% |
| 3M | +0.5% | +4.5% | -4.0% | -0.8% |
| 6M | +11.6% | -1.4% | +13.0% | +11.6% |
| YTD | +5.3% | -9.8% | +15.1% | +7.6% |
| 1Y | +14.9% | -4.5% | +19.4% | +15.3% |
| 3Y | +128.9% | +37.4% | +91.4% | +111.2% |
| All | +191.5% | +59.8% | +131.8% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling