+190.0%
MAGS vs ALM
+1,822.6%
-1,632.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.4% | -0.8% |
| 7D | +1.2% | +8.4% | -7.2% | +0.9% |
| 30D | -0.1% | +34.8% | -34.9% | -1.2% |
| 3M | +3.8% | +16.2% | -12.4% | +2.9% |
| 6M | +13.2% | +2.1% | +11.1% | +12.3% |
| YTD | +4.7% | +117.0% | -112.3% | +1.9% |
| 1Y | +14.4% | +313.9% | -299.5% | +9.5% |
| 3Y | +128.6% | +2,327.9% | -2,199.4% | +113.8% |
| All | +190.0% | +1,822.6% | -1,632.6% | +173.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling