+6.3%
MAGS vs AJG
+19.3%
-13.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.2% | +2.8% |
| 7D | -1.4% | +10.7% | -12.1% | -0.3% |
| 30D | -4.4% | +26.9% | -31.3% | -2.3% |
| 3M | +1.9% | +16.6% | -14.7% | +3.7% |
| 6M | +4.9% | +40.1% | -35.2% | +7.8% |
| YTD | +6.5% | +12.4% | -5.9% | +8.3% |
| 1Y | +6.3% | +15.9% | -9.6% | +8.5% |
| All | +6.3% | +19.3% | -13.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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