+6.3%
MAGS vs ALLE
+18.6%
-12.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.5% | +2.3% |
| 7D | -1.4% | +6.7% | -8.0% | -1.2% |
| 30D | -4.4% | +25.4% | -29.8% | -4.0% |
| 3M | +1.9% | +16.9% | -15.0% | +2.5% |
| 6M | +4.9% | +46.6% | -41.6% | +4.8% |
| YTD | +6.5% | +22.4% | -15.9% | +6.0% |
| 1Y | +6.3% | +17.7% | -11.4% | +6.5% |
| All | +6.3% | +18.6% | -12.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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