+190.4%
MAGS vs AJG
+28.7%
+161.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.8% | -8.5% | +6.7% | -1.6% |
| 30D | +1.1% | -3.8% | +4.8% | +1.2% |
| 3M | +7.7% | +10.8% | -3.1% | +7.1% |
| 6M | +11.7% | +15.6% | -3.9% | +10.8% |
| YTD | +4.9% | -5.1% | +10.0% | +5.4% |
| 1Y | +14.3% | -16.0% | +30.4% | +16.5% |
| 3Y | +128.9% | +9.7% | +119.2% | +123.0% |
| All | +190.4% | +28.7% | +161.7% | +167.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling