+14.9%
MAGS vs ALC
-10.2%
+25.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | +0.5% | -2.1% | +2.6% | +0.8% |
| 30D | +1.5% | -0.1% | +1.6% | +1.5% |
| 3M | +0.5% | +5.9% | -5.4% | -0.2% |
| 6M | +11.6% | -15.9% | +27.5% | +14.3% |
| YTD | +5.3% | -10.1% | +15.4% | +7.0% |
| 1Y | +14.9% | -10.2% | +25.1% | +17.5% |
| All | +14.9% | -10.2% | +25.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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