+183.5%
MAGS vs AMBA
-19.3%
+202.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.1% | -0.2% |
| 7D | -1.4% | -7.2% | +5.9% | 0.0% |
| 30D | -8.4% | -10.4% | +2.0% | -6.6% |
| 3M | -1.5% | -30.1% | +28.6% | +4.8% |
| 6M | -1.4% | -22.4% | +21.1% | -0.2% |
| YTD | +2.4% | -17.3% | +19.7% | +0.7% |
| 1Y | +3.5% | -35.4% | +38.9% | +6.9% |
| 3Y | +125.3% | +18.6% | +106.7% | +89.4% |
| All | +183.5% | -19.3% | +202.8% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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