+14.4%
MAGS vs AME
+29.6%
-15.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.2% | +0.4% |
| 7D | +0.6% | +1.7% | -1.1% | +0.3% |
| 30D | +3.2% | -6.4% | +9.7% | +4.6% |
| 3M | +7.7% | +7.1% | +0.6% | +5.6% |
| 6M | +12.5% | +8.2% | +4.3% | +9.0% |
| YTD | +6.0% | +18.2% | -12.2% | +1.7% |
| 1Y | +14.4% | +26.7% | -12.4% | +11.5% |
| All | +14.4% | +29.6% | -15.2% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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