+183.5%
MAGS vs ALK
-8.3%
+191.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | -1.4% | +9.0% | -10.4% | -3.3% |
| 30D | -8.4% | -1.6% | -6.7% | -8.2% |
| 3M | -1.5% | -23.2% | +21.6% | +3.9% |
| 6M | -1.4% | -3.9% | +2.5% | -1.9% |
| YTD | +2.4% | -22.6% | +25.0% | +5.7% |
| 1Y | +3.5% | -5.3% | +8.8% | +1.3% |
| 3Y | +125.3% | +18.6% | +106.7% | +107.5% |
| All | +183.5% | -8.3% | +191.8% | +160.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling