+125.3%
MAGS vs ALC
+2.3%
+123.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.5% |
| 7D | -1.4% | +4.9% | -6.3% | -2.4% |
| 30D | -8.4% | +19.0% | -27.3% | -11.9% |
| 3M | -1.5% | +7.8% | -9.3% | -3.2% |
| 6M | -1.4% | +14.6% | -15.9% | -4.8% |
| YTD | +2.4% | -4.4% | +6.8% | +3.3% |
| 1Y | +3.5% | +1.4% | +2.1% | +2.5% |
| 3Y | +125.3% | +2.5% | +122.8% | +125.2% |
| All | +125.3% | +2.3% | +123.0% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling