+128.9%
MAGS vs ALM
+907.8%
-778.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.1% | -5.8% | +1.9% |
| 7D | +1.3% | +0.7% | +0.6% | +1.3% |
| 30D | -6.3% | -26.1% | +19.7% | -5.2% |
| 3M | -0.1% | -38.1% | +38.0% | +1.6% |
| 6M | -0.8% | -55.4% | +54.7% | +1.8% |
| YTD | +4.7% | -0.4% | +5.1% | +4.5% |
| 1Y | +6.8% | +25.4% | -18.6% | +5.6% |
| 3Y | +128.9% | +907.8% | -778.8% | +121.1% |
| All | +128.9% | +907.8% | -778.8% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling