+6.3%
MAGS vs ALK
-1.1%
+7.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.8% | -6.5% | +0.9% |
| 7D | -1.4% | +12.4% | -13.8% | -3.3% |
| 30D | -4.4% | +2.1% | -6.4% | -4.7% |
| 3M | +1.9% | -23.9% | +25.8% | +6.5% |
| 6M | +4.9% | +8.2% | -3.3% | +2.4% |
| YTD | +6.5% | -20.5% | +27.0% | +7.0% |
| 1Y | +6.3% | -1.0% | +7.3% | +3.9% |
| All | +6.3% | -1.1% | +7.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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