+191.5%
MAGS vs ALK
-1.0%
+192.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -1.7% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | +1.5% | -19.2% | +20.7% | +6.2% |
| 3M | +0.5% | -1.5% | +2.0% | 0.0% |
| 6M | +11.6% | -13.1% | +24.6% | +13.1% |
| YTD | +5.3% | -16.4% | +21.7% | +7.1% |
| 1Y | +14.9% | -33.1% | +48.0% | +22.9% |
| 3Y | +128.9% | +0.6% | +128.3% | +114.6% |
| All | +191.5% | -1.0% | +192.6% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling