+191.5%
MAGS vs ALC
+2.5%
+189.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.8% |
| 7D | +0.5% | -2.1% | +2.6% | +1.1% |
| 30D | +1.5% | -0.1% | +1.6% | +1.5% |
| 3M | +0.5% | +5.9% | -5.4% | -1.3% |
| 6M | +11.6% | -15.9% | +27.5% | +16.9% |
| YTD | +5.3% | -10.1% | +15.4% | +7.8% |
| 1Y | +14.9% | -10.2% | +25.1% | +17.4% |
| 3Y | +128.9% | -13.6% | +142.4% | +134.4% |
| All | +191.5% | +2.5% | +189.0% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling