+193.4%
MAGS vs AMCR
-8.2%
+201.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +0.6% | -6.3% | +6.9% | +1.9% |
| 30D | +3.2% | -7.8% | +11.0% | +4.8% |
| 3M | +7.7% | +7.5% | +0.1% | +5.9% |
| 6M | +12.5% | +2.7% | +9.8% | +11.2% |
| YTD | +6.0% | +6.0% | -0.1% | +3.6% |
| 1Y | +14.4% | +7.8% | +6.6% | +11.4% |
| 3Y | +127.5% | +5.8% | +121.7% | +118.0% |
| All | +193.4% | -8.2% | +201.6% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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