+183.5%
MAGS vs ALC
+8.9%
+174.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.5% |
| 7D | -1.4% | +4.9% | -6.3% | -2.5% |
| 30D | -8.4% | +19.0% | -27.3% | -12.3% |
| 3M | -1.5% | +7.8% | -9.3% | -3.5% |
| 6M | -1.4% | +14.6% | -15.9% | -5.2% |
| YTD | +2.4% | -4.4% | +6.8% | +3.2% |
| 1Y | +3.5% | +1.4% | +2.1% | +2.2% |
| 3Y | +125.3% | +2.5% | +122.8% | +118.5% |
| All | +183.5% | +8.9% | +174.6% | +169.4% |
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